+68.4%
T vs SHW
+275.0%
-206.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | -3.1% | -3.2% | +0.1% | -2.3% |
| 30D | +4.6% | -11.4% | +16.0% | +7.7% |
| 3M | +12.2% | +3.5% | +8.7% | +10.8% |
| 6M | -6.5% | -3.4% | -3.1% | -6.3% |
| YTD | +4.9% | -0.3% | +5.2% | +4.1% |
| 1Y | -10.5% | -10.4% | -0.1% | -8.7% |
| 3Y | +104.6% | +21.3% | +83.3% | +88.6% |
| 5Y | +64.2% | +12.9% | +51.3% | +51.0% |
| 10Y | +68.4% | +284.1% | -215.7% | +7.7% |
| All | +68.4% | +275.0% | -206.5% | +7.7% |
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