-4.6%
STM vs SHW
+11.1%
-15.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +12.0% | +1.9% | +10.1% | +11.0% |
| 30D | -0.4% | +8.1% | -8.4% | -4.8% |
| 3M | -13.2% | -2.8% | -10.4% | -12.5% |
| 6M | -26.1% | +15.0% | -41.1% | -32.7% |
| YTD | +81.2% | +9.0% | +72.2% | +69.8% |
| 1Y | +98.3% | +4.5% | +93.8% | +90.2% |
| 3Y | +16.7% | +41.9% | -25.1% | -6.0% |
| All | -4.6% | +11.1% | -15.7% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling