+988.3%
XLE vs SHW
+5,368.0%
-4,379.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -12.0% | +3.5% | -15.5% | -13.2% |
| 30D | -2.7% | +9.2% | -12.0% | -5.9% |
| 3M | +6.6% | -5.1% | +11.7% | +7.6% |
| 6M | +9.5% | +6.8% | +2.7% | +5.4% |
| YTD | +40.6% | +7.0% | +33.6% | +34.2% |
| 1Y | +43.6% | +4.1% | +39.5% | +38.2% |
| 3Y | +58.1% | +41.1% | +17.0% | +34.8% |
| 5Y | +152.2% | +12.9% | +139.3% | +124.5% |
| 10Y | +172.9% | +366.3% | -193.4% | +44.6% |
| All | +988.3% | +5,368.0% | -4,379.7% | +179.9% |
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