-37.8%
U vs SHW
+43.3%
-81.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.9% |
| 7D | +4.4% | -3.2% | +7.6% | +7.1% |
| 30D | -1.3% | -11.4% | +10.1% | +8.8% |
| 3M | +49.6% | +3.5% | +46.1% | +43.7% |
| 6M | +100.2% | -3.4% | +103.5% | +100.6% |
| YTD | -3.7% | -0.3% | -3.3% | -7.9% |
| 1Y | -6.5% | -10.4% | +3.9% | -2.3% |
| 3Y | +12.9% | +21.3% | -8.4% | -15.2% |
| 5Y | -68.3% | +12.9% | -81.1% | -75.6% |
| All | -37.8% | +43.3% | -81.0% | -63.3% |
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