+136,006.1%
UNH vs SHW
+20,643.9%
+115,362.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | +1.1% | -3.2% | +4.3% | +2.0% |
| 30D | -3.8% | -9.5% | +5.7% | -1.0% |
| 3M | +0.7% | +11.5% | -10.7% | -2.8% |
| 6M | +37.9% | -3.5% | +41.4% | +38.1% |
| YTD | +21.9% | +3.7% | +18.2% | +19.4% |
| 1Y | +31.4% | -7.9% | +39.3% | +33.1% |
| 3Y | -11.4% | +24.7% | -36.1% | -19.5% |
| 5Y | +2.5% | +13.6% | -11.1% | -6.3% |
| 10Y | +242.9% | +283.0% | -40.1% | +116.2% |
| All | +136,006.1% | +20,643.9% | +115,362.2% | +17,008.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling