+59.7%
XOM vs SHW
+19.9%
+39.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.5% |
| 7D | +1.9% | -4.5% | +6.3% | +1.6% |
| 30D | +4.1% | -12.7% | +16.8% | +3.3% |
| 3M | +10.4% | +4.7% | +5.7% | +10.1% |
| 6M | +13.0% | -3.4% | +16.5% | +13.2% |
| YTD | +40.1% | -1.3% | +41.4% | +39.9% |
| 1Y | +51.1% | -10.4% | +61.5% | +52.3% |
| All | +59.7% | +19.9% | +39.9% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling