+124.6%
XLP vs SHW
+358.9%
-234.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | +0.7% | +3.5% | -2.7% | -0.3% |
| 30D | +10.3% | +9.2% | +1.0% | +7.4% |
| 3M | +6.5% | -5.1% | +11.6% | +8.0% |
| 6M | +8.4% | +6.8% | +1.5% | +5.8% |
| YTD | +18.2% | +7.0% | +11.2% | +15.0% |
| 1Y | +22.4% | +4.1% | +18.3% | +20.0% |
| 3Y | +41.9% | +41.1% | +0.8% | +25.1% |
| 5Y | +40.9% | +12.9% | +28.0% | +30.5% |
| All | +124.6% | +358.9% | -234.3% | +54.0% |
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