+2,761.7%
AVGO vs SHW
+281.7%
+2,480.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | +1.0% | -4.5% | +5.5% | +3.5% |
| 30D | -13.3% | -12.7% | -0.6% | -6.9% |
| 3M | -2.9% | +4.7% | -7.6% | -6.6% |
| 6M | +5.7% | -3.4% | +9.1% | +5.8% |
| YTD | +4.6% | -1.3% | +6.0% | +2.7% |
| 1Y | -1.6% | -10.4% | +8.7% | +1.6% |
| 3Y | +336.2% | +20.1% | +316.1% | +275.3% |
| 5Y | +695.6% | +10.5% | +685.2% | +597.6% |
| All | +2,761.7% | +281.7% | +2,480.1% | +1,223.9% |
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