+345.6%
AVGO vs SHW
+23.8%
+321.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.9% |
| 7D | -0.3% | -1.2% | +0.9% | +0.1% |
| 30D | -13.8% | -11.6% | -2.2% | -9.6% |
| 3M | -6.9% | +9.1% | -16.0% | -11.6% |
| 6M | +11.9% | -0.7% | +12.6% | +10.9% |
| YTD | +6.9% | +1.4% | +5.5% | +3.8% |
| 1Y | +7.4% | -12.3% | +19.7% | +13.1% |
| 3Y | +345.6% | +23.4% | +322.2% | +302.5% |
| All | +345.6% | +23.8% | +321.8% | +302.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling