+34.1%
XLP vs SHW
+15.5%
+18.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.0% | -3.2% | +2.2% | -0.2% |
| 30D | -0.9% | -9.5% | +8.6% | +1.5% |
| 3M | +3.8% | +11.5% | -7.6% | +0.8% |
| 6M | -1.7% | -3.5% | +1.8% | -1.3% |
| YTD | +10.3% | +3.7% | +6.5% | +8.7% |
| 1Y | +7.8% | -7.9% | +15.7% | +9.2% |
| 3Y | +27.2% | +24.7% | +2.5% | +18.5% |
| All | +34.1% | +15.5% | +18.6% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling