+135.4%
XLP vs SHW
+352.3%
-216.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +2.3% | +4.2% | -1.9% | +1.0% |
| 30D | +9.1% | +11.3% | -2.2% | +5.7% |
| 3M | +7.9% | -1.8% | +9.7% | +8.2% |
| 6M | +9.6% | +12.7% | -3.1% | +5.3% |
| YTD | +19.4% | +10.4% | +9.0% | +15.0% |
| 1Y | +22.4% | +4.7% | +17.7% | +19.7% |
| 3Y | +43.2% | +42.7% | +0.5% | +25.7% |
| 5Y | +42.6% | +14.5% | +28.0% | +31.5% |
| 10Y | +135.4% | +340.7% | -205.3% | +52.2% |
| All | +135.4% | +352.3% | -216.9% | +52.2% |
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