+4.5%
GOOGL vs SHW
+2.6%
+1.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | +5.7% | +0.7% | +5.0% | +5.5% |
| 30D | -15.6% | +8.4% | -24.0% | -17.4% |
| 3M | -13.0% | -2.2% | -10.8% | -12.0% |
| 6M | -22.8% | +13.3% | -36.1% | -26.4% |
| YTD | -4.4% | +9.2% | -13.6% | -9.5% |
| 1Y | +4.5% | +2.9% | +1.6% | +3.0% |
| All | +4.5% | +2.6% | +1.8% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling