+1,024.7%
XLE vs SHW
+5,202.9%
-4,178.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +2.2% | -3.2% | +5.4% | +3.2% |
| 30D | +11.8% | -9.5% | +21.3% | +15.2% |
| 3M | +9.8% | +11.5% | -1.6% | +5.0% |
| 6M | +15.6% | -3.5% | +19.1% | +15.0% |
| YTD | +45.3% | +3.7% | +41.5% | +40.8% |
| 1Y | +48.3% | -7.9% | +56.2% | +49.1% |
| 3Y | +55.4% | +24.7% | +30.7% | +38.6% |
| 5Y | +216.1% | +13.6% | +202.5% | +181.6% |
| 10Y | +178.4% | +283.0% | -104.6% | +57.8% |
| All | +1,024.7% | +5,202.9% | -4,178.2% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling