+2,660.6%
AVGO vs SHW
+339.2%
+2,321.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.7% |
| 7D | +18.2% | +1.9% | +16.2% | +17.0% |
| 30D | +0.2% | +8.1% | -7.8% | -4.5% |
| 3M | -16.8% | -2.8% | -14.0% | -16.3% |
| 6M | -16.5% | +15.0% | -31.5% | -24.6% |
| YTD | +0.8% | +9.0% | -8.2% | -7.0% |
| 1Y | +2.8% | +4.5% | -1.7% | -2.9% |
| 3Y | +278.5% | +41.9% | +236.7% | +193.3% |
| 5Y | +573.1% | +10.7% | +562.3% | +491.8% |
| All | +2,660.6% | +339.2% | +2,321.4% | +957.2% |
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