+640.9%
XLU vs SHW
+4,995.2%
-4,354.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | +0.6% | -3.2% | +3.8% | +1.4% |
| 30D | -0.4% | -11.4% | +11.0% | +2.5% |
| 3M | -1.7% | +3.5% | -5.2% | -2.9% |
| 6M | -7.1% | -3.4% | -3.8% | -6.8% |
| YTD | +1.9% | -0.3% | +2.3% | +1.3% |
| 1Y | +6.1% | -10.4% | +16.5% | +8.1% |
| 3Y | +48.8% | +21.3% | +27.5% | +39.1% |
| 5Y | +43.8% | +12.9% | +30.9% | +34.6% |
| 10Y | +143.2% | +284.1% | -140.9% | +68.4% |
| All | +640.9% | +4,995.2% | -4,354.3% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling