+52.0%
ABNB vs SHW
+41.6%
+10.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | +6.5% | +0.7% | +5.8% | +6.0% |
| 30D | +9.4% | +8.4% | +1.0% | +5.3% |
| 3M | +0.6% | -2.2% | +2.8% | +1.4% |
| 6M | +33.7% | +13.3% | +20.4% | +26.0% |
| YTD | +33.5% | +9.2% | +24.2% | +26.6% |
| 1Y | +48.8% | +2.9% | +45.9% | +45.1% |
| All | +52.0% | +41.6% | +10.5% | +11.0% |
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