+103.2%
GOOGL vs SHW
+14.9%
+88.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +1.6% | -2.1% | +3.7% | +2.2% |
| 30D | -16.8% | +11.1% | -27.9% | -19.8% |
| 3M | -14.6% | -2.2% | -12.4% | -14.3% |
| 6M | -24.4% | +14.3% | -38.7% | -28.2% |
| YTD | -6.1% | +10.6% | -16.6% | -10.1% |
| 1Y | +1.0% | +4.1% | -3.1% | -1.4% |
| 3Y | +123.4% | +42.9% | +80.6% | +89.4% |
| 5Y | +103.2% | +14.2% | +89.0% | +82.4% |
| All | +103.2% | +14.9% | +88.3% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling