+9,012.0%
WMT vs SHW
+20,643.9%
-11,631.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +3.9% | -3.2% | +7.2% | +4.8% |
| 30D | -4.4% | -9.5% | +5.1% | -1.8% |
| 3M | -8.8% | +11.5% | -20.2% | -11.8% |
| 6M | -15.6% | -3.5% | -12.1% | -15.3% |
| YTD | -3.2% | +3.7% | -6.9% | -4.8% |
| 1Y | +7.0% | -7.9% | +14.9% | +8.5% |
| 3Y | +105.3% | +24.7% | +80.6% | +89.6% |
| 5Y | +129.3% | +13.6% | +115.7% | +112.7% |
| 10Y | +423.9% | +283.0% | +141.0% | +233.6% |
| All | +9,012.0% | +20,643.9% | -11,631.9% | +1,324.7% |
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