-32.7%
UPS vs SHW
+16.0%
-48.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.9% |
| 7D | -2.1% | -1.2% | -1.0% | -1.7% |
| 30D | -2.3% | -11.6% | +9.3% | +2.3% |
| 3M | -5.2% | +9.1% | -14.3% | -9.0% |
| 6M | +1.4% | -0.7% | +2.1% | +0.9% |
| YTD | +6.1% | +1.4% | +4.8% | +4.7% |
| 1Y | +27.0% | -12.3% | +39.3% | +32.3% |
| 3Y | -25.9% | +23.4% | -49.3% | -33.2% |
| All | -32.7% | +16.0% | -48.6% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling