+13.5%
U vs SHW
+23.8%
-10.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.8% |
| 7D | +4.5% | -1.2% | +5.6% | +5.1% |
| 30D | -0.6% | -11.6% | +11.0% | +6.0% |
| 3M | +48.4% | +9.1% | +39.3% | +40.7% |
| 6M | +115.4% | -0.7% | +116.0% | +113.7% |
| YTD | -3.2% | +1.4% | -4.6% | -7.0% |
| 1Y | -6.0% | -12.3% | +6.2% | +0.4% |
| 3Y | +13.5% | +23.4% | -9.9% | -12.6% |
| All | +13.5% | +23.8% | -10.3% | -12.6% |
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 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