+139.9%
IBM vs SHW
+352.3%
-212.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.2% | +4.2% | -6.4% | -3.7% |
| 30D | +7.7% | +11.3% | -3.6% | +3.4% |
| 3M | +3.5% | -1.8% | +5.3% | +3.8% |
| 6M | +7.2% | +12.7% | -5.5% | +2.0% |
| YTD | -15.8% | +10.4% | -26.2% | -19.9% |
| 1Y | -19.3% | +4.7% | -24.0% | -21.8% |
| 3Y | +78.0% | +42.7% | +35.3% | +51.2% |
| 5Y | +143.0% | +14.5% | +128.5% | +120.7% |
| 10Y | +139.9% | +340.7% | -200.8% | +32.6% |
| All | +139.9% | +352.3% | -212.4% | +32.6% |
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