+64.7%
XLC vs SHW
+41.0%
+23.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +3.7% | +1.7% | +2.0% | +3.3% |
| 30D | -1.9% | +7.8% | -9.7% | -4.1% |
| 3M | -3.1% | -3.0% | -0.1% | -2.5% |
| 6M | -6.4% | +14.8% | -21.1% | -10.4% |
| YTD | -6.8% | +8.8% | -15.6% | -10.0% |
| 1Y | -1.7% | +4.2% | -5.9% | -3.8% |
| 3Y | +64.7% | +41.5% | +23.2% | +44.8% |
| All | +64.7% | +41.0% | +23.7% | +44.8% |
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 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