+223.1%
VLO vs SHW
+43.4%
+179.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.0% | +3.2% |
| 7D | -6.5% | +1.6% | -8.1% | -6.3% |
| 30D | -17.8% | +12.1% | -29.8% | -17.3% |
| 3M | +19.6% | -3.0% | +22.6% | +19.9% |
| 6M | +49.3% | +13.5% | +35.7% | +49.7% |
| YTD | +122.4% | +11.2% | +111.1% | +121.8% |
| 1Y | +107.4% | +6.2% | +101.2% | +109.1% |
| 3Y | +223.1% | +45.6% | +177.4% | +215.1% |
| All | +223.1% | +43.4% | +179.7% | +215.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling