+3,047.2%
DELL vs SHW
+296.3%
+2,750.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -7.0% |
| 7D | +4.9% | +1.7% | +3.2% | +4.2% |
| 30D | -32.1% | +7.8% | -39.9% | -35.0% |
| 3M | -30.2% | -3.0% | -27.2% | -29.9% |
| 6M | +41.7% | +14.8% | +26.9% | +29.4% |
| YTD | +176.6% | +8.8% | +167.8% | +158.8% |
| 1Y | +159.9% | +4.2% | +155.7% | +148.2% |
| 3Y | +388.0% | +41.5% | +346.4% | +297.3% |
| 5Y | +578.2% | +10.5% | +567.7% | +508.9% |
| 10Y | +2,653.4% | +339.4% | +2,314.0% | +1,304.5% |
| All | +3,047.2% | +296.3% | +2,750.9% | +1,552.0% |
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