+78.0%
V vs SHW
+41.3%
+36.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.9% | +1.9% | -1.0% | +0.3% |
| 30D | +9.0% | +8.1% | +0.9% | +6.4% |
| 3M | +16.7% | -2.8% | +19.5% | +17.5% |
| 6M | +33.4% | +15.0% | +18.4% | +27.2% |
| YTD | +22.4% | +9.0% | +13.4% | +17.7% |
| 1Y | +27.7% | +4.5% | +23.2% | +24.7% |
| 3Y | +78.0% | +41.9% | +36.1% | +62.8% |
| All | +78.0% | +41.3% | +36.7% | +62.8% |
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 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