+4,294.1%
XOM vs SHW
+20,170.2%
-15,876.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.3% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | +5.7% | -11.6% | +17.3% | +8.7% |
| 3M | +6.6% | +9.1% | -2.6% | +3.5% |
| 6M | +7.7% | -0.7% | +8.3% | +6.4% |
| YTD | +36.2% | +1.4% | +34.8% | +33.7% |
| 1Y | +50.5% | -12.3% | +62.8% | +52.9% |
| 3Y | +53.4% | +23.4% | +30.0% | +40.7% |
| 5Y | +254.2% | +15.0% | +239.2% | +222.5% |
| 10Y | +177.9% | +278.3% | -100.4% | +80.1% |
| All | +4,294.1% | +20,170.2% | -15,876.2% | +1,088.6% |
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