+1,144.9%
STX vs SHW
+14.2%
+1,130.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.3% | +8.8% | +7.2% |
| 7D | +10.7% | -1.2% | +11.9% | +11.1% |
| 30D | +11.3% | -11.6% | +22.9% | +15.4% |
| 3M | +3.2% | +9.1% | -5.9% | -2.1% |
| 6M | +157.0% | -0.7% | +157.6% | +152.3% |
| YTD | +229.2% | +1.4% | +227.9% | +221.5% |
| 1Y | +381.8% | -12.3% | +394.1% | +396.3% |
| 3Y | +1,383.2% | +23.4% | +1,359.8% | +1,218.0% |
| 5Y | +1,144.9% | +15.0% | +1,129.9% | +1,021.9% |
| All | +1,144.9% | +14.2% | +1,130.6% | +1,021.9% |
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