+717.1%
VLO vs SHW
+352.3%
+364.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -9.5% | +4.2% | -13.8% | -10.8% |
| 30D | -19.1% | +11.3% | -30.4% | -22.0% |
| 3M | +11.4% | -1.8% | +13.2% | +11.4% |
| 6M | +46.7% | +12.7% | +34.0% | +39.0% |
| YTD | +118.6% | +10.4% | +108.2% | +105.6% |
| 1Y | +99.9% | +4.7% | +95.2% | +91.7% |
| 3Y | +210.5% | +42.7% | +167.8% | +156.6% |
| 5Y | +432.7% | +14.5% | +418.1% | +375.1% |
| 10Y | +717.1% | +340.7% | +376.4% | +243.0% |
| All | +717.1% | +352.3% | +364.8% | +243.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling