+1,580.6%
ASML vs SHW
+343.1%
+1,237.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +2.5% | -2.1% | +4.7% | +3.9% |
| 30D | -12.2% | +11.1% | -23.3% | -17.8% |
| 3M | -14.6% | -2.2% | -12.5% | -14.4% |
| 6M | -1.7% | +14.3% | -16.1% | -11.2% |
| YTD | +44.3% | +10.6% | +33.7% | +33.0% |
| 1Y | +51.0% | +4.1% | +46.9% | +44.0% |
| 3Y | +137.6% | +42.9% | +94.7% | +84.5% |
| 5Y | +92.7% | +14.2% | +78.5% | +66.3% |
| 10Y | +1,580.6% | +346.7% | +1,233.9% | +684.5% |
| All | +1,580.6% | +343.1% | +1,237.5% | +684.5% |
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