+227.0%
UPS vs SHW
+6,496.3%
-6,269.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -2.9% | -3.2% | +0.3% | -1.8% |
| 30D | -3.5% | -9.5% | +6.0% | -0.1% |
| 3M | -5.7% | +11.5% | -17.2% | -9.7% |
| 6M | -4.4% | -3.5% | -0.8% | -3.8% |
| YTD | +8.0% | +3.7% | +4.3% | +5.9% |
| 1Y | +29.0% | -7.9% | +36.9% | +31.7% |
| 3Y | -27.7% | +24.7% | -52.4% | -34.2% |
| 5Y | -34.3% | +13.6% | -47.9% | -39.5% |
| 10Y | +37.8% | +283.0% | -245.2% | -16.3% |
| All | +227.0% | +6,496.3% | -6,269.3% | -16.6% |
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