-26.3%
U vs SHW
+58.8%
-85.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.6% |
| 7D | +24.4% | +4.2% | +20.1% | +19.4% |
| 30D | +7.4% | +11.3% | -3.9% | -2.7% |
| 3M | +16.8% | -1.8% | +18.6% | +16.6% |
| 6M | +78.8% | +12.7% | +66.1% | +57.0% |
| YTD | +14.0% | +10.4% | +3.5% | -1.2% |
| 1Y | +16.7% | +4.7% | +12.0% | +6.2% |
| 3Y | +86.4% | +42.7% | +43.7% | +19.3% |
| 5Y | -71.5% | +14.5% | -86.0% | -78.5% |
| All | -26.3% | +58.8% | -85.1% | -60.6% |
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