+259.5%
UPS vs SHW
+6,932.1%
-6,672.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -1.6% | -2.1% | +0.5% | -0.9% |
| 30D | +17.9% | +11.1% | +6.8% | +13.6% |
| 3M | +9.4% | -2.2% | +11.5% | +10.0% |
| 6M | +16.2% | +14.3% | +1.8% | +10.0% |
| YTD | +18.8% | +10.6% | +8.2% | +13.7% |
| 1Y | +26.1% | +4.1% | +22.0% | +23.3% |
| 3Y | -4.5% | +42.9% | -47.3% | -17.1% |
| 5Y | -33.2% | +14.2% | -47.4% | -38.7% |
| 10Y | +44.3% | +346.7% | -302.4% | -16.5% |
| All | +259.5% | +6,932.1% | -6,672.7% | -10.4% |
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