+313.3%
ANET vs SHW
+22.1%
+291.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +5.1% |
| 7D | +3.0% | -3.1% | +6.1% | +4.0% |
| 30D | -5.2% | -10.0% | +4.9% | -2.2% |
| 3M | +27.6% | +2.3% | +25.4% | +25.7% |
| 6M | +44.4% | +0.7% | +43.7% | +42.6% |
| YTD | +52.3% | +0.5% | +51.8% | +48.8% |
| 1Y | +30.4% | -11.5% | +41.9% | +35.3% |
| 3Y | +313.3% | +21.3% | +291.9% | +268.4% |
| All | +313.3% | +22.1% | +291.2% | +268.4% |
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