+44.2%
XLU vs SHW
+11.4%
+32.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.2% | -0.8% |
| 7D | -1.6% | -3.1% | +1.5% | -0.8% |
| 30D | -3.3% | -10.0% | +6.7% | -0.8% |
| 3M | -3.2% | +2.3% | -5.4% | -4.1% |
| 6M | -7.0% | +0.7% | -7.6% | -7.7% |
| YTD | +0.6% | +0.5% | +0.1% | -0.3% |
| 1Y | +2.4% | -11.5% | +13.9% | +4.9% |
| 3Y | +46.3% | +21.3% | +24.9% | +35.0% |
| All | +44.2% | +11.4% | +32.8% | +30.7% |
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