+170.7%
XLE vs SHW
+275.8%
-105.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.7% |
| 7D | 0.0% | -1.2% | +1.2% | +0.3% |
| 30D | +12.6% | -11.6% | +24.2% | +16.4% |
| 3M | +11.8% | +9.1% | +2.7% | +7.9% |
| 6M | +16.1% | -0.7% | +16.7% | +14.5% |
| YTD | +46.9% | +1.4% | +45.5% | +43.6% |
| 1Y | +53.3% | -12.3% | +65.5% | +56.8% |
| 3Y | +54.9% | +23.4% | +31.6% | +38.1% |
| 5Y | +225.7% | +15.0% | +210.7% | +189.2% |
| 10Y | +170.7% | +278.3% | -107.6% | +48.1% |
| All | +170.7% | +275.8% | -105.2% | +48.1% |
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