+376.8%
V vs SHW
+275.8%
+101.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.7% |
| 7D | -1.1% | -1.2% | +0.1% | -0.6% |
| 30D | +1.9% | -11.6% | +13.5% | +7.5% |
| 3M | +15.5% | +9.1% | +6.4% | +10.4% |
| 6M | +16.6% | -0.7% | +17.3% | +15.6% |
| YTD | +5.7% | +1.4% | +4.4% | +3.4% |
| 1Y | +8.6% | -12.3% | +20.8% | +13.3% |
| 3Y | +52.5% | +23.4% | +29.1% | +32.7% |
| 5Y | +67.1% | +15.0% | +52.1% | +46.3% |
| 10Y | +376.8% | +278.3% | +98.5% | +150.8% |
| All | +376.8% | +275.8% | +101.0% | +150.8% |
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