+150.5%
GOOGL vs SHW
+23.8%
+126.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | +1.1% | -1.2% | +2.2% | +1.4% |
| 30D | -4.4% | -11.6% | +7.2% | -1.4% |
| 3M | -6.8% | +9.1% | -15.9% | -9.2% |
| 6M | +13.6% | -0.7% | +14.2% | +13.1% |
| YTD | +8.3% | +1.4% | +7.0% | +7.2% |
| 1Y | +44.9% | -12.3% | +57.2% | +48.1% |
| 3Y | +150.5% | +23.4% | +127.1% | +139.9% |
| All | +150.5% | +23.8% | +126.7% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling