+136.8%
XLP vs SHW
+343.1%
-206.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -0.5% | -2.1% | +1.6% | +0.1% |
| 30D | +8.3% | +11.1% | -2.8% | +4.9% |
| 3M | +8.7% | -2.2% | +10.8% | +9.2% |
| 6M | +11.2% | +14.3% | -3.1% | +6.3% |
| YTD | +20.0% | +10.6% | +9.4% | +15.5% |
| 1Y | +21.3% | +4.1% | +17.3% | +18.9% |
| 3Y | +43.8% | +42.9% | +1.0% | +26.3% |
| 5Y | +43.3% | +14.2% | +29.1% | +32.4% |
| 10Y | +136.8% | +346.7% | -210.0% | +52.2% |
| All | +136.8% | +343.1% | -206.3% | +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