+169.4%
XLV vs SHW
+288.7%
-119.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | -3.6% | -3.1% | -0.4% | -2.5% |
| 30D | -1.8% | -10.0% | +8.2% | +1.7% |
| 3M | +7.8% | +2.3% | +5.5% | +6.6% |
| 6M | +9.1% | +0.7% | +8.4% | +8.1% |
| YTD | +7.7% | +0.5% | +7.2% | +6.6% |
| 1Y | +20.4% | -11.5% | +31.9% | +24.3% |
| 3Y | +30.8% | +21.3% | +9.4% | +19.0% |
| 5Y | +34.6% | +12.5% | +22.1% | +23.1% |
| All | +169.4% | +288.7% | -119.3% | +60.2% |
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