+58.8%
ZTS vs SHW
+275.0%
-216.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.4% |
| 7D | -3.8% | -3.2% | -0.6% | -2.3% |
| 30D | -2.0% | -11.4% | +9.4% | +3.7% |
| 3M | -10.2% | +3.5% | -13.7% | -12.4% |
| 6M | -39.4% | -3.4% | -36.1% | -38.9% |
| YTD | -40.8% | -0.3% | -40.5% | -41.4% |
| 1Y | -50.1% | -10.4% | -39.7% | -48.1% |
| 3Y | -58.9% | +21.3% | -80.2% | -63.6% |
| 5Y | -62.4% | +12.9% | -75.2% | -66.3% |
| 10Y | +58.8% | +284.1% | -225.3% | -13.8% |
| All | +58.8% | +275.0% | -216.2% | -13.8% |
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