+1,096.1%
XLY vs SHW
+4,944.3%
-3,848.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -3.9% | -4.5% | +0.6% | -1.9% |
| 30D | -6.1% | -12.7% | +6.6% | -0.3% |
| 3M | -1.2% | +4.7% | -5.8% | -3.5% |
| 6M | -1.8% | -3.4% | +1.7% | -0.9% |
| YTD | -5.9% | -1.3% | -4.5% | -6.2% |
| 1Y | -3.1% | -10.4% | +7.3% | +0.5% |
| 3Y | +36.0% | +20.1% | +15.9% | +22.6% |
| 5Y | +27.6% | +10.5% | +17.1% | +16.8% |
| 10Y | +216.8% | +280.3% | -63.5% | +63.7% |
| All | +1,096.1% | +4,944.3% | -3,848.3% | +88.2% |
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 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