+1,156.2%
ABBV vs SHW
+632.2%
+524.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.6% |
| 7D | +0.4% | -3.2% | +3.6% | +1.4% |
| 30D | +4.2% | -9.5% | +13.7% | +7.5% |
| 3M | +14.8% | +11.5% | +3.4% | +10.3% |
| 6M | +10.3% | -3.5% | +13.8% | +10.7% |
| YTD | +14.9% | +3.7% | +11.2% | +12.2% |
| 1Y | +24.1% | -7.9% | +32.0% | +26.0% |
| 3Y | +91.9% | +24.7% | +67.2% | +72.9% |
| 5Y | +176.0% | +13.6% | +162.5% | +150.4% |
| 10Y | +502.9% | +283.0% | +220.0% | +209.7% |
| All | +1,156.2% | +632.2% | +524.0% | +404.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling