+21.8%
VZ vs SHW
+11.1%
+10.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.5% | +1.9% | -0.4% | +1.1% |
| 30D | +4.4% | +8.1% | -3.7% | +3.0% |
| 3M | -2.4% | -2.8% | +0.4% | -2.1% |
| 6M | +1.4% | +15.0% | -13.6% | -1.1% |
| YTD | +21.4% | +9.0% | +12.4% | +19.1% |
| 1Y | +20.3% | +4.5% | +15.8% | +18.8% |
| 3Y | +57.4% | +41.9% | +15.5% | +48.0% |
| All | +21.8% | +11.1% | +10.7% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling