+80.4%
XLI vs SHW
+11.7%
+68.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -2.3% | -4.5% | +2.2% | -0.6% |
| 30D | -8.2% | -12.7% | +4.5% | -3.4% |
| 3M | +0.8% | +4.7% | -3.9% | -1.6% |
| 6M | +0.8% | -3.4% | +4.3% | +1.5% |
| YTD | +10.5% | -1.3% | +11.9% | +10.1% |
| 1Y | +14.1% | -10.4% | +24.5% | +17.8% |
| 3Y | +68.6% | +20.1% | +48.5% | +54.4% |
| 5Y | +80.4% | +10.5% | +69.9% | +65.5% |
| All | +80.4% | +11.7% | +68.6% | +65.5% |
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