+6.0%
CMCSA vs SHW
+281.7%
-275.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | -5.6% | -4.5% | -1.1% | -4.0% |
| 30D | -1.9% | -12.7% | +10.8% | +3.1% |
| 3M | +6.4% | +4.7% | +1.7% | +4.6% |
| 6M | -16.9% | -3.4% | -13.5% | -16.3% |
| YTD | -6.8% | -1.3% | -5.5% | -7.0% |
| 1Y | -15.9% | -10.4% | -5.5% | -13.3% |
| 3Y | -33.4% | +20.1% | -53.5% | -39.5% |
| 5Y | -46.7% | +10.5% | -57.2% | -51.3% |
| All | +6.0% | +281.7% | -275.7% | -38.1% |
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