+8,919.3%
WMT vs SHW
+20,170.2%
-11,251.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | +0.1% | -1.2% | +1.3% | +0.4% |
| 30D | -5.0% | -11.6% | +6.6% | -1.7% |
| 3M | -11.3% | +9.1% | -20.4% | -13.7% |
| 6M | -13.8% | -0.7% | -13.1% | -14.2% |
| YTD | -4.2% | +1.4% | -5.6% | -5.2% |
| 1Y | +4.6% | -12.3% | +16.8% | +7.4% |
| 3Y | +100.5% | +23.4% | +77.1% | +85.7% |
| 5Y | +129.7% | +15.0% | +114.7% | +112.3% |
| 10Y | +423.4% | +278.3% | +145.2% | +234.4% |
| All | +8,919.3% | +20,170.2% | -11,251.0% | +1,319.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling