+215.2%
XLY vs SHW
+288.7%
-73.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | 0.0% |
| 7D | -1.7% | -3.1% | +1.4% | -0.2% |
| 30D | -4.2% | -10.0% | +5.9% | +0.7% |
| 3M | -2.7% | +2.3% | -4.9% | -4.2% |
| 6M | -0.6% | +0.7% | -1.3% | -1.7% |
| YTD | -5.0% | +0.5% | -5.5% | -6.3% |
| 1Y | -4.1% | -11.5% | +7.4% | +0.3% |
| 3Y | +33.6% | +21.3% | +12.3% | +18.4% |
| 5Y | +28.7% | +12.5% | +16.2% | +15.2% |
| All | +215.2% | +288.7% | -73.5% | +72.8% |
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