+178.6%
ABBV vs SHW
+16.0%
+162.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.6% |
| 7D | -4.3% | -1.2% | -3.1% | -4.1% |
| 30D | +1.1% | -11.6% | +12.7% | +3.3% |
| 3M | +12.3% | +9.1% | +3.2% | +10.4% |
| 6M | +9.8% | -0.7% | +10.4% | +9.5% |
| YTD | +11.5% | +1.4% | +10.1% | +10.6% |
| 1Y | +22.3% | -12.3% | +34.5% | +24.5% |
| 3Y | +85.2% | +23.4% | +61.8% | +77.5% |
| All | +178.6% | +16.0% | +162.6% | +164.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling