+67.7%
ASML vs SHW
+14.5%
+53.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.0% | -5.3% | -7.4% |
| 7D | -19.0% | +5.7% | -24.8% | -21.5% |
| 30D | -25.9% | +8.7% | -34.6% | -29.5% |
| 3M | -19.1% | -5.4% | -13.7% | -17.4% |
| 6M | -5.7% | +12.2% | -18.0% | -13.3% |
| YTD | +27.6% | +8.5% | +19.1% | +19.4% |
| 1Y | +30.8% | +4.9% | +25.8% | +24.5% |
| 3Y | +116.2% | +42.8% | +73.4% | +69.5% |
| 5Y | +67.7% | +14.5% | +53.2% | +35.0% |
| All | +67.7% | +14.5% | +53.2% | +35.0% |
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