+499.9%
ABBV vs SHW
+281.7%
+218.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -2.0% | -4.5% | +2.5% | -0.7% |
| 30D | +2.0% | -12.7% | +14.7% | +6.0% |
| 3M | +14.2% | +4.7% | +9.5% | +12.2% |
| 6M | +14.1% | -3.4% | +17.5% | +14.5% |
| YTD | +14.2% | -1.3% | +15.6% | +13.5% |
| 1Y | +24.2% | -10.4% | +34.6% | +26.9% |
| 3Y | +89.8% | +20.1% | +69.7% | +74.8% |
| 5Y | +187.2% | +10.5% | +176.7% | +165.8% |
| All | +499.9% | +281.7% | +218.2% | +246.4% |
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