+87.8%
ZTS vs SHW
+339.2%
-251.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +5.6% | +1.9% | +3.7% | +4.6% |
| 30D | +12.1% | +8.1% | +4.0% | +8.2% |
| 3M | +11.3% | -2.8% | +14.1% | +12.9% |
| 6M | +14.3% | +15.0% | -0.7% | +6.2% |
| YTD | -31.9% | +9.0% | -40.9% | -35.2% |
| 1Y | -29.3% | +4.5% | -33.7% | -31.3% |
| 3Y | -48.0% | +41.9% | -89.9% | -57.2% |
| 5Y | -58.9% | +10.7% | -69.6% | -62.7% |
| All | +87.8% | +339.2% | -251.4% | +0.3% |
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