+97,349.8%
ASML vs SHW
+9,273.0%
+88,076.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.6% |
| 3M | -2.3% | +11.5% | -13.8% | -9.1% |
| 6M | +23.0% | -3.5% | +26.5% | +24.0% |
| YTD | +61.1% | +3.7% | +57.3% | +55.8% |
| 1Y | +129.1% | -7.9% | +137.0% | +134.7% |
| 3Y | +165.4% | +24.7% | +140.7% | +128.9% |
| 5Y | +109.5% | +13.6% | +95.9% | +86.0% |
| 10Y | +1,645.7% | +283.0% | +1,362.8% | +692.9% |
| All | +97,349.8% | +9,273.0% | +88,076.8% | +9,404.7% |
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