+128.8%
XLP vs SHW
+371.2%
-242.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -0.3% |
| 7D | +0.1% | +1.6% | -1.5% | -0.4% |
| 30D | +8.9% | +12.1% | -3.1% | +5.3% |
| 3M | +7.5% | -3.0% | +10.4% | +8.2% |
| 6M | +9.4% | +13.5% | -4.1% | +4.9% |
| YTD | +19.3% | +11.2% | +8.0% | +14.6% |
| 1Y | +21.7% | +6.2% | +15.5% | +18.6% |
| 3Y | +44.0% | +45.6% | -1.7% | +25.8% |
| 5Y | +42.8% | +15.6% | +27.2% | +31.4% |
| 10Y | +128.8% | +356.5% | -227.7% | +52.8% |
| All | +128.8% | +371.2% | -242.4% | +52.8% |
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