+788.5%
XLK vs SHW
+288.7%
+499.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.5% |
| 7D | +0.2% | -3.1% | +3.3% | +1.6% |
| 30D | -0.6% | -10.0% | +9.4% | +4.2% |
| 3M | +2.6% | +2.3% | +0.3% | +0.6% |
| 6M | +34.0% | +0.7% | +33.3% | +31.6% |
| YTD | +30.7% | +0.5% | +30.2% | +27.9% |
| 1Y | +39.2% | -11.5% | +50.7% | +44.5% |
| 3Y | +120.4% | +21.3% | +99.1% | +92.0% |
| 5Y | +148.8% | +12.5% | +136.3% | +119.2% |
| All | +788.5% | +288.7% | +499.8% | +378.0% |
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