+22.7%
XLP vs SHW
+3.5%
+19.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +2.5% | +1.9% | +0.6% | +2.0% |
| 30D | +7.3% | +8.1% | -0.7% | +5.1% |
| 3M | +8.1% | -2.8% | +10.9% | +8.5% |
| 6M | +10.5% | +15.0% | -4.6% | +6.2% |
| YTD | +21.2% | +9.0% | +12.2% | +18.3% |
| 1Y | +22.7% | +4.5% | +18.2% | +21.0% |
| All | +22.7% | +3.5% | +19.2% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling