+17.6%
ABNB vs SHW
+42.5%
-24.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.6% |
| 7D | -6.5% | -3.1% | -3.3% | -4.9% |
| 30D | -5.5% | -10.0% | +4.5% | -0.3% |
| 3M | +30.0% | +2.3% | +27.8% | +28.6% |
| 6M | +27.6% | +0.7% | +26.9% | +26.6% |
| YTD | +25.4% | +0.5% | +24.9% | +23.8% |
| 1Y | +38.3% | -11.5% | +49.8% | +45.4% |
| 3Y | +15.5% | +21.3% | -5.8% | +1.0% |
| 5Y | +3.0% | +12.5% | -9.5% | -13.8% |
| All | +17.6% | +42.5% | -24.9% | -8.3% |
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