+139.9%
XLC vs SHW
+161.6%
-21.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | -1.4% | -3.2% | +1.8% | -0.1% |
| 30D | -0.9% | -11.4% | +10.5% | +4.0% |
| 3M | -0.3% | +3.5% | -3.8% | -2.2% |
| 6M | -5.2% | -3.4% | -1.8% | -4.7% |
| YTD | -5.3% | -0.3% | -5.0% | -6.4% |
| 1Y | -2.8% | -10.4% | +7.6% | +0.2% |
| 3Y | +71.2% | +21.3% | +49.9% | +52.0% |
| 5Y | +37.6% | +12.9% | +24.7% | +22.8% |
| All | +139.9% | +161.6% | -21.8% | +38.8% |
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