+4,770.1%
DELL vs SHW
+269.3%
+4,500.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.1% | +2.9% |
| 7D | +25.6% | -1.2% | +26.8% | +26.3% |
| 30D | +17.7% | -11.6% | +29.3% | +24.4% |
| 3M | +33.4% | +9.1% | +24.3% | +26.3% |
| 6M | +266.2% | -0.7% | +266.9% | +261.4% |
| YTD | +328.0% | +1.4% | +326.6% | +317.6% |
| 1Y | +339.6% | -12.3% | +351.9% | +359.0% |
| 3Y | +694.6% | +23.4% | +671.2% | +596.3% |
| 5Y | +1,122.0% | +15.0% | +1,107.0% | +976.7% |
| 10Y | +4,062.5% | +278.3% | +3,784.2% | +2,164.9% |
| All | +4,770.1% | +269.3% | +4,500.8% | +2,565.9% |
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