+1,254.4%
AAPL vs SHW
+281.7%
+972.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.0% |
| 7D | -0.5% | -4.5% | +4.0% | +1.5% |
| 30D | +7.1% | -12.7% | +19.8% | +13.8% |
| 3M | +12.1% | +4.7% | +7.4% | +9.0% |
| 6M | +25.4% | -3.4% | +28.9% | +25.9% |
| YTD | +20.5% | -1.3% | +21.8% | +19.2% |
| 1Y | +44.5% | -10.4% | +54.9% | +49.2% |
| 3Y | +85.8% | +20.1% | +65.7% | +63.8% |
| 5Y | +124.8% | +10.5% | +114.3% | +100.6% |
| All | +1,254.4% | +281.7% | +972.7% | +668.9% |
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