+102.9%
T vs SHW
+21.1%
+81.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | -3.1% | -3.2% | +0.1% | -2.7% |
| 30D | +4.6% | -11.4% | +16.0% | +6.0% |
| 3M | +12.2% | +3.5% | +8.7% | +11.6% |
| 6M | -6.5% | -3.4% | -3.1% | -6.2% |
| YTD | +4.9% | -0.3% | +5.2% | +4.8% |
| 1Y | -10.5% | -10.4% | -0.1% | -9.6% |
| All | +102.9% | +21.1% | +81.8% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling