+72.3%
XLC vs SHW
+23.8%
+48.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.2% |
| 7D | +0.6% | -1.2% | +1.7% | +0.9% |
| 30D | +0.2% | -11.6% | +11.8% | +3.8% |
| 3M | +0.6% | +9.1% | -8.5% | -2.1% |
| 6M | -4.5% | -0.7% | -3.8% | -4.8% |
| YTD | -4.7% | +1.4% | -6.1% | -6.0% |
| 1Y | -1.7% | -12.3% | +10.6% | +1.6% |
| 3Y | +72.3% | +23.4% | +48.9% | +60.4% |
| All | +72.3% | +23.8% | +48.5% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling