+11,671.2%
COST vs SHW
+20,170.2%
-8,499.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | -3.2% | -1.2% | -2.0% | -2.8% |
| 30D | -4.0% | -11.6% | +7.6% | -0.1% |
| 3M | -6.5% | +9.1% | -15.6% | -9.6% |
| 6M | -8.5% | -0.7% | -7.9% | -9.2% |
| YTD | +6.0% | +1.4% | +4.7% | +4.4% |
| 1Y | -5.8% | -12.3% | +6.5% | -3.0% |
| 3Y | +71.8% | +23.4% | +48.5% | +56.3% |
| 5Y | +106.2% | +15.0% | +91.2% | +88.5% |
| 10Y | +602.0% | +278.3% | +323.8% | +317.5% |
| All | +11,671.2% | +20,170.2% | -8,499.1% | +1,524.5% |
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 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