+2,154.1%
CMCSA vs SHW
+21,649.7%
-19,495.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +3.2% | +1.7% | +1.5% | +2.5% |
| 30D | +19.5% | +7.8% | +11.7% | +16.2% |
| 3M | -2.4% | -3.0% | +0.6% | -1.5% |
| 6M | +3.8% | +14.8% | -10.9% | -1.8% |
| YTD | -5.4% | +8.8% | -14.1% | -9.1% |
| 1Y | +1.1% | +4.2% | -3.1% | -1.4% |
| 3Y | -27.1% | +41.5% | -68.7% | -37.6% |
| 5Y | -40.3% | +10.5% | -50.8% | -45.3% |
| 10Y | +6.0% | +339.4% | -333.4% | -44.1% |
| All | +2,154.1% | +21,649.7% | -19,495.6% | +106.1% |
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 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