+198,812.8%
CSCO vs SHW
+23,182.4%
+175,630.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -4.7% | +4.2% | -8.9% | -6.2% |
| 30D | -17.1% | +11.3% | -28.4% | -20.8% |
| 3M | -19.6% | -1.8% | -17.8% | -19.6% |
| 6M | +2.4% | +12.7% | -10.3% | -3.8% |
| YTD | +29.8% | +10.4% | +19.3% | +21.9% |
| 1Y | +38.7% | +4.7% | +34.0% | +32.8% |
| 3Y | +101.3% | +42.7% | +58.6% | +67.4% |
| 5Y | +94.8% | +14.5% | +80.3% | +71.9% |
| 10Y | +324.2% | +340.7% | -16.5% | +111.3% |
| All | +198,812.8% | +23,182.4% | +175,630.3% | +16,589.9% |
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