+32,043.9%
AVGO vs SHW
+1,978.5%
+30,065.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.8% | +6.2% |
| 7D | +25.0% | +0.7% | +24.3% | +24.6% |
| 30D | +2.0% | +8.4% | -6.4% | -3.1% |
| 3M | -12.3% | -2.2% | -10.0% | -12.1% |
| 6M | -12.8% | +13.3% | -26.1% | -20.6% |
| YTD | +5.9% | +9.2% | -3.4% | -2.5% |
| 1Y | +3.3% | +2.9% | +0.4% | -1.6% |
| 3Y | +293.1% | +41.1% | +252.0% | +207.3% |
| 5Y | +606.7% | +11.0% | +595.8% | +516.1% |
| 10Y | +2,733.6% | +341.2% | +2,392.3% | +970.9% |
| All | +32,043.9% | +1,978.5% | +30,065.4% | +5,025.3% |
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