+31,416.6%
AVGO vs SHW
+1,873.9%
+29,542.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -3.0% | -3.2% | +0.3% | -1.2% |
| 30D | -14.4% | -9.5% | -4.9% | -9.8% |
| 3M | -14.4% | +11.5% | -25.9% | -20.6% |
| 6M | +13.1% | -3.5% | +16.7% | +13.3% |
| YTD | +3.8% | +3.7% | +0.1% | -0.8% |
| 1Y | +17.8% | -7.9% | +25.7% | +20.0% |
| 3Y | +325.3% | +24.7% | +300.6% | +259.0% |
| 5Y | +689.9% | +13.6% | +676.3% | +581.2% |
| 10Y | +2,597.0% | +283.0% | +2,314.1% | +1,006.4% |
| All | +31,416.6% | +1,873.9% | +29,542.7% | +5,115.0% |
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