+120.6%
VLO vs SHW
+7.3%
+113.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.6% | -12.4% | -2.8% |
| 7D | -6.0% | +13.3% | -19.3% | -0.4% |
| 30D | -12.9% | +14.1% | -27.0% | -7.3% |
| 3M | +18.3% | +0.8% | +17.6% | +19.3% |
| 6M | +46.4% | +17.6% | +28.8% | +60.4% |
| YTD | +127.7% | +13.0% | +114.8% | +143.3% |
| 1Y | +120.6% | +7.0% | +113.6% | +134.5% |
| All | +120.6% | +7.3% | +113.4% | +134.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling