+1,367.3%
AAPL vs SHW
+339.2%
+1,028.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +4.1% | +1.9% | +2.2% | +3.2% |
| 30D | +4.0% | +8.1% | -4.1% | 0.0% |
| 3M | +16.8% | -2.8% | +19.6% | +17.7% |
| 6M | +19.4% | +15.0% | +4.4% | +10.3% |
| YTD | +31.5% | +9.0% | +22.5% | +23.7% |
| 1Y | +31.0% | +4.5% | +26.5% | +25.7% |
| 3Y | +95.3% | +41.9% | +53.4% | +57.8% |
| 5Y | +143.4% | +10.7% | +132.6% | +117.4% |
| All | +1,367.3% | +339.2% | +1,028.1% | +622.0% |
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