+30,355.4%
AVGO vs SHW
+2,004.3%
+28,351.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | +6.1% | -2.1% | +8.2% | +7.6% |
| 30D | -2.7% | +11.1% | -13.8% | -8.7% |
| 3M | -16.9% | -2.2% | -14.7% | -16.7% |
| 6M | -19.1% | +14.3% | -33.5% | -26.7% |
| YTD | +0.3% | +10.6% | -10.3% | -8.2% |
| 1Y | -1.2% | +4.1% | -5.3% | -6.4% |
| 3Y | +272.4% | +42.9% | +229.6% | +189.3% |
| 5Y | +579.0% | +14.2% | +564.8% | +482.3% |
| 10Y | +2,584.7% | +346.7% | +2,238.0% | +908.3% |
| All | +30,355.4% | +2,004.3% | +28,351.1% | +4,725.8% |
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