+780.7%
GOOG vs SHW
+288.7%
+492.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.8% |
| 7D | 0.0% | -3.1% | +3.2% | +1.3% |
| 30D | -2.0% | -10.0% | +8.1% | +2.4% |
| 3M | -5.9% | +2.3% | -8.1% | -7.2% |
| 6M | +8.9% | +0.7% | +8.2% | +7.8% |
| YTD | +7.1% | +0.5% | +6.6% | +5.7% |
| 1Y | +39.7% | -11.5% | +51.2% | +45.0% |
| 3Y | +145.8% | +21.3% | +124.5% | +116.3% |
| 5Y | +138.6% | +12.5% | +126.1% | +111.9% |
| All | +780.7% | +288.7% | +492.0% | +381.1% |
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