+2,154.1%
CMCSA vs SHW
+21,699.3%
-19,545.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +3.2% | +1.9% | +1.2% | +2.4% |
| 30D | +19.5% | +8.1% | +11.5% | +16.1% |
| 3M | -2.4% | -2.8% | +0.4% | -1.5% |
| 6M | +3.8% | +15.0% | -11.2% | -1.8% |
| YTD | -5.4% | +9.0% | -14.4% | -9.2% |
| 1Y | +1.1% | +4.5% | -3.4% | -1.5% |
| 3Y | -27.1% | +41.9% | -69.0% | -37.7% |
| 5Y | -40.3% | +10.7% | -51.0% | -45.4% |
| 10Y | +6.0% | +340.4% | -334.4% | -44.1% |
| All | +2,154.1% | +21,699.3% | -19,545.2% | +105.9% |
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