+228.4%
UNH vs SHW
+288.7%
-60.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -3.0% |
| 7D | -4.5% | -3.1% | -1.4% | -3.5% |
| 30D | -6.5% | -10.0% | +3.5% | -3.1% |
| 3M | -6.0% | +2.3% | -8.3% | -7.2% |
| 6M | +33.7% | +0.7% | +33.0% | +31.8% |
| YTD | +16.4% | +0.5% | +15.9% | +14.6% |
| 1Y | +10.1% | -11.5% | +21.6% | +13.5% |
| 3Y | -16.3% | +21.3% | -37.6% | -25.8% |
| 5Y | +2.1% | +12.5% | -10.4% | -8.8% |
| All | +228.4% | +288.7% | -60.3% | +75.3% |
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