+220,352.3%
CSCO vs SHW
+21,765.2%
+198,587.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.7% | -3.2% | +2.6% | +0.6% |
| 30D | -10.1% | -9.5% | -0.6% | -6.6% |
| 3M | -15.7% | +11.5% | -27.1% | -19.9% |
| 6M | +36.3% | -3.5% | +39.8% | +36.4% |
| YTD | +43.8% | +3.7% | +40.1% | +39.2% |
| 1Y | +63.9% | -7.9% | +71.8% | +65.8% |
| 3Y | +104.4% | +24.7% | +79.6% | +79.9% |
| 5Y | +111.4% | +13.6% | +97.8% | +87.7% |
| 10Y | +361.7% | +283.0% | +78.7% | +143.5% |
| All | +220,352.3% | +21,765.2% | +198,587.1% | +18,967.7% |
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