+45.9%
UPS vs SHW
+339.2%
-293.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +3.8% | +1.9% | +1.9% | +3.0% |
| 30D | +17.4% | +8.1% | +9.3% | +13.4% |
| 3M | +8.2% | -2.8% | +11.0% | +9.2% |
| 6M | +17.9% | +15.0% | +2.9% | +10.0% |
| YTD | +18.7% | +9.0% | +9.7% | +13.2% |
| 1Y | +24.8% | +4.5% | +20.3% | +21.1% |
| 3Y | -4.5% | +41.9% | -46.4% | -20.1% |
| 5Y | -33.2% | +10.7% | -43.9% | -39.1% |
| All | +45.9% | +339.2% | -293.3% | -19.7% |
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