+6,449.5%
ABT vs SHW
+19,831.5%
-13,382.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -4.7% | -3.2% | -1.5% | -3.9% |
| 30D | -3.1% | -11.4% | +8.3% | 0.0% |
| 3M | +16.1% | +3.5% | +12.7% | +14.9% |
| 6M | -5.3% | -3.4% | -2.0% | -4.9% |
| YTD | -14.4% | -0.3% | -14.1% | -14.8% |
| 1Y | -18.4% | -10.4% | -8.0% | -16.6% |
| 3Y | +11.2% | +21.3% | -10.1% | +3.6% |
| 5Y | -9.4% | +12.9% | -22.2% | -15.1% |
| 10Y | +209.7% | +284.1% | -74.4% | +111.2% |
| All | +6,449.5% | +19,831.5% | -13,382.0% | +1,397.1% |
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