+72.2%
V vs SHW
+15.5%
+56.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.7% | -3.2% | +1.5% | -0.6% |
| 30D | +2.0% | -9.5% | +11.5% | +5.3% |
| 3M | +17.4% | +11.5% | +5.9% | +12.6% |
| 6M | +17.5% | -3.5% | +21.0% | +18.1% |
| YTD | +7.6% | +3.7% | +3.9% | +5.0% |
| 1Y | +7.7% | -7.9% | +15.6% | +9.6% |
| 3Y | +54.7% | +24.7% | +30.0% | +39.5% |
| All | +72.2% | +15.5% | +56.7% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling