+114.0%
CSCO vs SHW
+14.2%
+99.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.5% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | -10.1% | -11.6% | +1.5% | -7.5% |
| 3M | -11.7% | +9.1% | -20.8% | -14.1% |
| 6M | +40.1% | -0.7% | +40.8% | +39.3% |
| YTD | +43.8% | +1.4% | +42.4% | +41.5% |
| 1Y | +66.6% | -12.3% | +78.9% | +70.8% |
| 3Y | +108.5% | +23.4% | +85.1% | +91.7% |
| 5Y | +114.0% | +15.0% | +98.9% | +99.1% |
| All | +114.0% | +14.2% | +99.7% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling