+131.4%
WMT vs SHW
+11.7%
+119.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -2.5% | -4.5% | +2.0% | -1.5% |
| 30D | -6.4% | -12.7% | +6.3% | -3.5% |
| 3M | -12.1% | +4.7% | -16.8% | -13.3% |
| 6M | -15.0% | -3.4% | -11.5% | -14.7% |
| YTD | -4.5% | -1.3% | -3.2% | -4.6% |
| 1Y | +6.2% | -10.4% | +16.5% | +8.2% |
| 3Y | +99.9% | +20.1% | +79.8% | +90.5% |
| 5Y | +131.4% | +10.5% | +121.0% | +115.5% |
| All | +131.4% | +11.7% | +119.7% | +115.5% |
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