+444.2%
V vs SHW
+371.2%
+73.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -1.9% |
| 7D | -0.8% | +1.6% | -2.4% | -1.6% |
| 30D | +9.5% | +12.1% | -2.6% | +3.9% |
| 3M | +16.7% | -3.0% | +19.6% | +17.9% |
| 6M | +32.9% | +13.5% | +19.4% | +24.3% |
| YTD | +21.1% | +11.2% | +9.8% | +13.2% |
| 1Y | +26.6% | +6.2% | +20.4% | +21.0% |
| 3Y | +78.4% | +45.6% | +32.7% | +43.1% |
| 5Y | +105.5% | +15.6% | +89.9% | +80.8% |
| 10Y | +444.2% | +356.5% | +87.8% | +167.6% |
| All | +444.2% | +371.2% | +73.1% | +167.6% |
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 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