+28.4%
XLY vs SHW
+11.4%
+17.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | 0.0% |
| 7D | -1.7% | -3.1% | +1.4% | -0.3% |
| 30D | -4.2% | -10.0% | +5.9% | +0.6% |
| 3M | -2.7% | +2.3% | -4.9% | -4.1% |
| 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% | +18.7% |
| All | +28.4% | +11.4% | +17.0% | +11.5% |
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