+3,922.7%
DELL vs SHW
+281.7%
+3,641.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.4% | -4.9% |
| 7D | -1.9% | -4.5% | +2.6% | +0.2% |
| 30D | +14.9% | -12.7% | +27.6% | +22.2% |
| 3M | +37.2% | +4.7% | +32.5% | +32.5% |
| 6M | +254.0% | -3.4% | +257.4% | +254.0% |
| YTD | +306.1% | -1.3% | +307.5% | +301.2% |
| 1Y | +312.3% | -10.4% | +322.6% | +325.7% |
| 3Y | +654.0% | +20.1% | +633.9% | +568.8% |
| 5Y | +1,055.3% | +10.5% | +1,044.8% | +937.9% |
| All | +3,922.7% | +281.7% | +3,641.0% | +2,081.3% |
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