+428.1%
WMT vs SHW
+288.7%
+139.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.9% |
| 7D | 0.0% | -3.1% | +3.1% | +0.8% |
| 30D | -7.4% | -10.0% | +2.6% | -5.0% |
| 3M | -10.9% | +2.3% | -13.1% | -11.6% |
| 6M | -12.7% | +0.7% | -13.3% | -13.3% |
| YTD | -3.2% | +0.5% | -3.7% | -3.9% |
| 1Y | +5.3% | -11.5% | +16.7% | +7.7% |
| 3Y | +101.9% | +21.3% | +80.5% | +89.6% |
| 5Y | +134.6% | +12.5% | +122.0% | +120.5% |
| All | +428.1% | +288.7% | +139.3% | +282.3% |
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 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