+13,447.0%
GOOG vs SHW
+3,196.3%
+10,250.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.9% |
| 7D | +1.1% | -1.2% | +2.2% | +1.5% |
| 30D | -5.1% | -11.6% | +6.5% | -0.4% |
| 3M | -7.1% | +9.1% | -16.2% | -10.7% |
| 6M | +12.7% | -0.7% | +13.3% | +12.2% |
| YTD | +7.1% | +1.4% | +5.7% | +5.5% |
| 1Y | +43.6% | -12.3% | +55.9% | +49.2% |
| 3Y | +146.8% | +23.4% | +123.4% | +118.9% |
| 5Y | +133.7% | +15.0% | +118.7% | +108.5% |
| 10Y | +773.3% | +278.3% | +495.1% | +372.4% |
| All | +13,447.0% | +3,196.3% | +10,250.6% | +2,936.6% |
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