+55.3%
V vs SHW
+27.6%
+27.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.7% | -3.2% | +1.5% | -0.8% |
| 30D | +2.0% | -9.5% | +11.5% | +4.9% |
| 3M | +17.4% | +11.5% | +5.9% | +13.1% |
| 6M | +17.5% | -3.5% | +21.0% | +18.2% |
| YTD | +7.6% | +3.7% | +3.9% | +5.2% |
| 1Y | +7.7% | -7.9% | +15.6% | +9.8% |
| All | +55.3% | +27.6% | +27.6% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling