+938.9%
VLO vs SHW
+275.0%
+663.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.1% |
| 7D | +6.2% | -3.2% | +9.4% | +7.2% |
| 30D | +23.5% | -11.4% | +34.9% | +27.9% |
| 3M | +53.9% | +3.5% | +50.4% | +50.6% |
| 6M | +81.7% | -3.4% | +85.0% | +80.0% |
| YTD | +142.5% | -0.3% | +142.8% | +136.6% |
| 1Y | +145.4% | -10.4% | +155.9% | +148.3% |
| 3Y | +197.3% | +21.3% | +176.0% | +162.1% |
| 5Y | +614.6% | +12.9% | +601.7% | +528.4% |
| 10Y | +938.9% | +284.1% | +654.8% | +427.2% |
| All | +938.9% | +275.0% | +663.9% | +427.2% |
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