+127.5%
XLP vs SHW
+365.4%
-237.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.4% |
| 7D | +3.5% | +5.7% | -2.2% | +1.8% |
| 30D | +11.6% | +8.7% | +2.9% | +8.8% |
| 3M | +7.6% | -5.4% | +13.0% | +9.2% |
| 6M | +10.0% | +12.2% | -2.2% | +5.8% |
| YTD | +19.7% | +8.5% | +11.3% | +16.0% |
| 1Y | +23.5% | +4.9% | +18.5% | +20.7% |
| 3Y | +44.0% | +42.8% | +1.1% | +26.5% |
| 5Y | +42.7% | +14.5% | +28.2% | +31.7% |
| All | +127.5% | +365.4% | -237.9% | +55.3% |
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