+246.5%
XLF vs SHW
+281.7%
-35.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -2.9% | -4.5% | +1.6% | -1.0% |
| 30D | -1.6% | -12.7% | +11.1% | +4.2% |
| 3M | +9.3% | +4.7% | +4.6% | +6.4% |
| 6M | +14.6% | -3.4% | +18.0% | +15.1% |
| YTD | +4.7% | -1.3% | +6.1% | +3.9% |
| 1Y | +8.6% | -10.4% | +19.0% | +12.2% |
| 3Y | +73.9% | +20.1% | +53.8% | +54.4% |
| 5Y | +65.0% | +10.5% | +54.5% | +48.0% |
| All | +246.5% | +281.7% | -35.1% | +80.8% |
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 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