-45.0%
CMCSA vs SHW
+14.2%
-59.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | +0.1% | -1.2% | +1.3% | +0.5% |
| 30D | +3.8% | -11.6% | +15.4% | +7.9% |
| 3M | +12.3% | +9.1% | +3.2% | +9.2% |
| 6M | -15.4% | -0.7% | -14.7% | -15.5% |
| YTD | -2.5% | +1.4% | -3.8% | -3.5% |
| 1Y | -13.4% | -12.3% | -1.1% | -10.4% |
| 3Y | -30.4% | +23.4% | -53.7% | -36.3% |
| 5Y | -45.0% | +15.0% | -60.0% | -53.1% |
| All | -45.0% | +14.2% | -59.3% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling