+54.7%
XLE vs SHW
+27.6%
+27.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +2.2% | -3.2% | +5.4% | +2.2% |
| 30D | +11.8% | -9.5% | +21.3% | +11.9% |
| 3M | +9.8% | +11.5% | -1.6% | +8.7% |
| 6M | +15.6% | -3.5% | +19.1% | +16.4% |
| YTD | +45.3% | +3.7% | +41.5% | +44.3% |
| 1Y | +48.3% | -7.9% | +56.2% | +50.4% |
| All | +54.7% | +27.6% | +27.1% | +49.4% |
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