+35,208.6%
VLO vs SHW
+22,014.6%
+13,194.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -0.4% | -2.1% | +1.7% | +0.2% |
| 30D | -16.6% | +11.1% | -27.7% | -19.6% |
| 3M | +12.3% | -2.2% | +14.4% | +12.3% |
| 6M | +47.8% | +14.3% | +33.5% | +39.5% |
| YTD | +126.7% | +10.6% | +116.2% | +113.6% |
| 1Y | +105.4% | +4.1% | +101.3% | +97.2% |
| 3Y | +222.0% | +42.9% | +179.1% | +174.2% |
| 5Y | +449.8% | +14.2% | +435.6% | +388.5% |
| 10Y | +754.3% | +346.7% | +407.6% | +377.4% |
| All | +35,208.6% | +22,014.6% | +13,194.0% | +7,615.6% |
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 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