+3,029.2%
SPY vs SHW
+11,761.9%
-8,732.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.7% | +0.9% |
| 7D | +0.1% | +1.6% | -1.5% | -0.5% |
| 30D | -3.3% | +12.1% | -15.4% | -7.4% |
| 3M | -2.4% | -3.0% | +0.5% | -1.8% |
| 6M | +2.6% | +13.5% | -11.0% | -2.9% |
| YTD | +11.2% | +11.2% | 0.0% | +5.6% |
| 1Y | +13.4% | +6.2% | +7.2% | +9.4% |
| 3Y | +79.9% | +45.6% | +34.3% | +53.1% |
| 5Y | +72.2% | +15.6% | +56.6% | +55.8% |
| 10Y | +307.3% | +356.5% | -49.1% | +124.0% |
| All | +3,029.2% | +11,761.9% | -8,732.7% | +501.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling