+64.3%
XLF vs SHW
+11.4%
+52.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.2% | 0.0% |
| 7D | -1.5% | -3.1% | +1.7% | -0.4% |
| 30D | -1.2% | -10.0% | +8.9% | +2.4% |
| 3M | +9.2% | +2.3% | +6.9% | +7.9% |
| 6M | +16.3% | +0.7% | +15.7% | +15.1% |
| YTD | +5.4% | +0.5% | +4.9% | +4.1% |
| 1Y | +7.6% | -11.5% | +19.1% | +11.1% |
| 3Y | +74.2% | +21.3% | +52.9% | +58.5% |
| All | +64.3% | +11.4% | +52.8% | +45.1% |
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