+422.5%
STM vs SHW
+371.2%
+51.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.0% | +2.7% | +4.3% |
| 7D | -5.6% | +1.6% | -7.2% | -6.7% |
| 30D | -14.4% | +12.1% | -26.5% | -20.9% |
| 3M | -20.5% | -3.0% | -17.5% | -19.8% |
| 6M | -24.5% | +13.5% | -38.0% | -32.0% |
| YTD | +72.7% | +11.2% | +61.4% | +57.5% |
| 1Y | +91.0% | +6.2% | +84.8% | +79.4% |
| 3Y | +13.5% | +45.6% | -32.1% | -14.8% |
| 5Y | -9.2% | +15.6% | -24.8% | -22.9% |
| 10Y | +422.5% | +356.5% | +66.1% | +107.6% |
| All | +422.5% | +371.2% | +51.4% | +107.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling