+75.5%
ASML vs SHW
+12.4%
+63.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.4% | +5.7% |
| 7D | -9.0% | +3.5% | -12.5% | -10.9% |
| 30D | -21.0% | +9.2% | -30.2% | -25.0% |
| 3M | -16.3% | -5.1% | -11.2% | -14.8% |
| 6M | -7.5% | +6.8% | -14.4% | -12.7% |
| YTD | +34.0% | +7.0% | +27.0% | +26.3% |
| 1Y | +39.3% | +4.1% | +35.2% | +33.0% |
| 3Y | +128.9% | +41.1% | +87.8% | +80.4% |
| All | +75.5% | +12.4% | +63.1% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling