+755.6%
GOOGL vs SHW
+288.7%
+466.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | -0.1% | +1.0% |
| 7D | 0.0% | -3.1% | +3.1% | +1.3% |
| 30D | -1.4% | -10.0% | +8.6% | +2.9% |
| 3M | -5.3% | +2.3% | -7.6% | -6.6% |
| 6M | +9.8% | +0.7% | +9.1% | +8.7% |
| YTD | +8.4% | +0.5% | +7.9% | +7.0% |
| 1Y | +41.2% | -11.5% | +52.7% | +46.6% |
| 3Y | +149.6% | +21.3% | +128.2% | +119.6% |
| 5Y | +142.6% | +12.5% | +130.0% | +115.5% |
| All | +755.6% | +288.7% | +466.9% | +363.8% |
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