+606.1%
COST vs SHW
+288.7%
+317.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | -0.3% |
| 7D | -1.2% | -3.1% | +1.9% | -0.2% |
| 30D | -4.7% | -10.0% | +5.3% | -1.6% |
| 3M | -7.1% | +2.3% | -9.4% | -8.2% |
| 6M | -8.5% | +0.7% | -9.2% | -9.6% |
| YTD | +5.4% | +0.5% | +4.9% | +4.1% |
| 1Y | -5.6% | -11.5% | +5.8% | -3.0% |
| 3Y | +68.5% | +21.3% | +47.2% | +54.0% |
| 5Y | +105.2% | +12.5% | +92.7% | +88.6% |
| All | +606.1% | +288.7% | +317.4% | +379.5% |
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