+149.9%
XLE vs SHW
+12.4%
+137.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -12.0% | +3.5% | -15.5% | -12.1% |
| 30D | -2.7% | +9.2% | -12.0% | -3.2% |
| 3M | +6.6% | -5.1% | +11.7% | +6.9% |
| 6M | +9.5% | +6.8% | +2.7% | +8.8% |
| YTD | +40.6% | +7.0% | +33.6% | +39.3% |
| 1Y | +43.6% | +4.1% | +39.5% | +42.7% |
| 3Y | +58.1% | +41.1% | +17.0% | +52.0% |
| All | +149.9% | +12.4% | +137.5% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling