+19.7%
ABNB vs SHW
+23.8%
-4.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.0% |
| 7D | -4.4% | -1.2% | -3.2% | -3.8% |
| 30D | -2.0% | -11.6% | +9.6% | +3.8% |
| 3M | +29.8% | +9.1% | +20.7% | +24.9% |
| 6M | +31.0% | -0.7% | +31.7% | +31.0% |
| YTD | +28.6% | +1.4% | +27.2% | +26.5% |
| 1Y | +40.1% | -12.3% | +52.3% | +47.6% |
| 3Y | +19.7% | +23.4% | -3.7% | +1.2% |
| All | +19.7% | +23.8% | -4.1% | +1.2% |
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 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