+918.2%
VZ vs SHW
+21,595.0%
-20,676.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.8% |
| 7D | +5.6% | +5.7% | -0.1% | +4.1% |
| 30D | +1.9% | +8.7% | -6.8% | -0.2% |
| 3M | +0.8% | -5.4% | +6.2% | +1.9% |
| 6M | +0.6% | +12.2% | -11.6% | -2.6% |
| YTD | +20.8% | +8.5% | +12.3% | +17.4% |
| 1Y | +23.9% | +4.9% | +19.0% | +21.4% |
| 3Y | +55.7% | +42.8% | +12.8% | +40.1% |
| 5Y | +21.5% | +14.5% | +7.1% | +13.0% |
| 10Y | +68.5% | +373.0% | -304.5% | +7.0% |
| All | +918.2% | +21,595.0% | -20,676.8% | +117.9% |
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