+86.7%
ABBV vs SHW
+21.1%
+65.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.2% |
| 7D | -4.1% | -3.2% | -0.9% | -3.5% |
| 30D | +1.2% | -11.4% | +12.6% | +3.6% |
| 3M | +12.1% | +3.5% | +8.6% | +11.1% |
| 6M | +12.0% | -3.4% | +15.4% | +12.4% |
| YTD | +12.4% | -0.3% | +12.7% | +11.6% |
| 1Y | +22.9% | -10.4% | +33.4% | +25.2% |
| All | +86.7% | +21.1% | +65.7% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling