+377.3%
CSCO vs SHW
+275.0%
+102.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.9% |
| 7D | 0.0% | -3.2% | +3.2% | +1.2% |
| 30D | -10.7% | -11.4% | +0.7% | -6.7% |
| 3M | -8.7% | +3.5% | -12.2% | -10.6% |
| 6M | +44.9% | -3.4% | +48.3% | +44.9% |
| YTD | +44.1% | -0.3% | +44.5% | +41.6% |
| 1Y | +65.9% | -10.4% | +76.3% | +69.8% |
| 3Y | +109.0% | +21.3% | +87.7% | +84.6% |
| 5Y | +114.8% | +12.9% | +101.9% | +90.4% |
| 10Y | +377.3% | +284.1% | +93.2% | +161.4% |
| All | +377.3% | +275.0% | +102.3% | +161.4% |
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