+197.1%
ABT vs SHW
+288.7%
-91.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.1% |
| 7D | -5.9% | -3.1% | -2.8% | -4.8% |
| 30D | -8.1% | -10.0% | +2.0% | -4.4% |
| 3M | +14.5% | +2.3% | +12.3% | +13.2% |
| 6M | -6.3% | +0.7% | -7.0% | -7.2% |
| YTD | -17.1% | +0.5% | -17.6% | -18.1% |
| 1Y | -21.4% | -11.5% | -9.9% | -18.5% |
| 3Y | +5.9% | +21.3% | -15.4% | -5.4% |
| 5Y | -12.8% | +12.5% | -25.3% | -21.6% |
| All | +197.1% | +288.7% | -91.6% | +58.5% |
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