+1,644.6%
ASML vs SHW
+281.7%
+1,362.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +3.9% |
| 7D | +1.1% | -3.2% | +4.3% | +2.9% |
| 30D | +2.2% | -9.5% | +11.7% | +7.8% |
| 3M | -2.3% | +11.5% | -13.8% | -9.5% |
| 6M | +23.0% | -3.5% | +26.5% | +23.9% |
| YTD | +61.1% | +3.7% | +57.3% | +55.4% |
| 1Y | +129.1% | -7.9% | +137.0% | +135.0% |
| 3Y | +165.4% | +24.7% | +140.7% | +125.5% |
| 5Y | +109.5% | +13.6% | +95.9% | +83.0% |
| All | +1,644.6% | +281.7% | +1,362.9% | +779.8% |
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