+891.0%
XLV vs SHW
+4,944.3%
-4,053.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -4.4% | -4.5% | +0.1% | -3.1% |
| 30D | -1.4% | -12.7% | +11.3% | +2.5% |
| 3M | +8.9% | +4.7% | +4.2% | +7.1% |
| 6M | +9.1% | -3.4% | +12.5% | +9.6% |
| YTD | +7.9% | -1.3% | +9.3% | +7.6% |
| 1Y | +22.7% | -10.4% | +33.1% | +25.6% |
| 3Y | +31.9% | +20.1% | +11.8% | +22.8% |
| 5Y | +34.9% | +10.5% | +24.4% | +26.1% |
| 10Y | +173.9% | +280.3% | -106.4% | +78.2% |
| All | +891.0% | +4,944.3% | -4,053.3% | +214.1% |
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