+1,117.4%
XLI vs SHW
+5,202.9%
-4,085.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -1.1% | -3.2% | +2.2% | +0.3% |
| 30D | -5.9% | -9.5% | +3.6% | -2.1% |
| 3M | -0.3% | +11.5% | -11.7% | -5.2% |
| 6M | +0.1% | -3.5% | +3.7% | +0.9% |
| YTD | +13.6% | +3.7% | +9.9% | +10.9% |
| 1Y | +17.2% | -7.9% | +25.1% | +19.8% |
| 3Y | +68.2% | +24.7% | +43.5% | +50.0% |
| 5Y | +80.7% | +13.6% | +67.1% | +63.3% |
| 10Y | +253.3% | +283.0% | -29.7% | +90.2% |
| All | +1,117.4% | +5,202.9% | -4,085.5% | +130.9% |
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