+5,397.9%
ANET vs SHW
+422.6%
+4,975.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -1.3% | -4.5% | +3.2% | +0.9% |
| 30D | -4.5% | -12.7% | +8.2% | +1.7% |
| 3M | +24.5% | +4.7% | +19.8% | +20.4% |
| 6M | +35.4% | -3.4% | +38.8% | +35.3% |
| YTD | +44.2% | -1.3% | +45.6% | +41.5% |
| 1Y | +25.4% | -10.4% | +35.7% | +28.9% |
| 3Y | +284.8% | +20.1% | +264.7% | +234.3% |
| 5Y | +761.7% | +10.5% | +751.2% | +661.6% |
| 10Y | +3,691.2% | +280.3% | +3,410.9% | +1,593.9% |
| All | +5,397.9% | +422.6% | +4,975.3% | +1,743.6% |
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