+454.5%
V vs SHW
+352.3%
+102.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +0.6% | +4.2% | -3.6% | -1.3% |
| 30D | +9.7% | +11.3% | -1.5% | +4.5% |
| 3M | +17.3% | -1.8% | +19.1% | +17.9% |
| 6M | +33.2% | +12.7% | +20.5% | +24.9% |
| YTD | +21.3% | +10.4% | +10.9% | +13.8% |
| 1Y | +27.3% | +4.7% | +22.6% | +22.5% |
| 3Y | +76.1% | +42.7% | +33.4% | +42.6% |
| 5Y | +103.5% | +14.5% | +88.9% | +79.7% |
| 10Y | +454.5% | +340.7% | +113.7% | +167.8% |
| All | +454.5% | +352.3% | +102.1% | +167.8% |
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 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