+692.8%
GOOGL vs SHW
+339.2%
+353.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +3.9% | +1.9% | +1.9% | +3.0% |
| 30D | -14.9% | +8.1% | -23.0% | -18.1% |
| 3M | -14.6% | -2.8% | -11.8% | -14.1% |
| 6M | -26.4% | +15.0% | -41.5% | -31.5% |
| YTD | -5.3% | +9.0% | -14.3% | -10.2% |
| 1Y | +6.5% | +4.5% | +2.0% | +2.7% |
| 3Y | +126.0% | +41.9% | +84.2% | +84.1% |
| 5Y | +100.8% | +10.7% | +90.1% | +79.8% |
| All | +692.8% | +339.2% | +353.6% | +279.2% |
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