+58.8%
T vs SHW
+352.3%
-293.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.8% |
| 7D | +2.6% | +4.2% | -1.7% | +1.4% |
| 30D | -1.1% | +11.3% | -12.3% | -3.8% |
| 3M | -7.7% | -1.8% | -5.9% | -7.5% |
| 6M | -10.6% | +12.7% | -23.3% | -13.8% |
| YTD | -7.5% | +10.4% | -17.9% | -10.7% |
| 1Y | -7.4% | +4.7% | -12.1% | -9.4% |
| 3Y | +63.1% | +42.7% | +20.4% | +43.6% |
| 5Y | +55.2% | +14.5% | +40.6% | +43.3% |
| 10Y | +58.8% | +340.7% | -281.9% | -5.4% |
| All | +58.8% | +352.3% | -293.5% | -5.4% |
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 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