+35,889.1%
VLO vs SHW
+20,643.9%
+15,245.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +5.2% | -3.2% | +8.4% | +6.3% |
| 30D | +22.6% | -9.5% | +32.1% | +26.3% |
| 3M | +43.8% | +11.5% | +32.3% | +37.6% |
| 6M | +65.7% | -3.5% | +69.3% | +64.4% |
| YTD | +131.1% | +3.7% | +127.4% | +123.4% |
| 1Y | +143.6% | -7.9% | +151.5% | +143.7% |
| 3Y | +201.4% | +24.7% | +176.7% | +169.2% |
| 5Y | +568.9% | +13.6% | +555.3% | +496.4% |
| 10Y | +891.8% | +283.0% | +608.9% | +482.3% |
| All | +35,889.1% | +20,643.9% | +15,245.2% | +7,966.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling