+65.5%
VZ vs SHW
+358.9%
-293.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | +2.1% | +3.5% | -1.3% | +1.3% |
| 30D | +1.4% | +9.2% | -7.9% | -0.5% |
| 3M | -1.3% | -5.1% | +3.8% | -0.4% |
| 6M | -0.5% | +6.8% | -7.4% | -2.3% |
| YTD | +19.6% | +7.0% | +12.7% | +17.1% |
| 1Y | +22.4% | +4.1% | +18.3% | +20.5% |
| 3Y | +55.9% | +41.1% | +14.8% | +42.5% |
| 5Y | +20.4% | +12.9% | +7.5% | +13.9% |
| All | +65.5% | +358.9% | -293.3% | +21.4% |
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