+3,310.4%
V vs SHW
+2,303.2%
+1,007.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | +2.2% | +3.5% | -1.3% | +0.5% |
| 30D | +13.6% | +9.2% | +4.3% | +8.8% |
| 3M | +14.3% | -5.1% | +19.4% | +16.7% |
| 6M | +33.1% | +6.8% | +26.2% | +27.6% |
| YTD | +21.2% | +7.0% | +14.3% | +15.1% |
| 1Y | +26.4% | +4.1% | +22.3% | +21.6% |
| 3Y | +77.6% | +41.1% | +36.5% | +44.0% |
| 5Y | +102.6% | +12.9% | +89.7% | +77.9% |
| 10Y | +464.4% | +366.3% | +98.1% | +132.6% |
| All | +3,310.4% | +2,303.2% | +1,007.2% | +417.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling