+120.7%
VLO vs SHW
+3.3%
+117.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.1% |
| 7D | +9.6% | +1.7% | +8.0% | +10.3% |
| 30D | -17.4% | +7.8% | -25.2% | -14.2% |
| 3M | +10.8% | -3.0% | +13.8% | +9.7% |
| 6M | +56.9% | +14.8% | +42.2% | +70.3% |
| YTD | +136.8% | +8.8% | +128.0% | +148.3% |
| 1Y | +120.7% | +4.2% | +116.4% | +129.6% |
| All | +120.7% | +3.3% | +117.4% | +129.6% |
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