+678.3%
DELL vs SHW
+21.1%
+657.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.9% |
| 7D | +8.7% | -3.2% | +11.9% | +10.0% |
| 30D | +16.9% | -11.4% | +28.3% | +22.1% |
| 3M | +40.4% | +3.5% | +36.9% | +36.7% |
| 6M | +267.1% | -3.4% | +270.4% | +268.1% |
| YTD | +329.1% | -0.3% | +329.4% | +323.1% |
| 1Y | +346.9% | -10.4% | +357.4% | +363.6% |
| All | +678.3% | +21.1% | +657.2% | +665.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling