-19.3%
IBM vs SHW
+5.9%
-25.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.2% | +4.2% | -6.4% | -2.9% |
| 30D | +7.7% | +11.3% | -3.6% | +5.7% |
| 3M | +3.5% | -1.8% | +5.3% | +3.4% |
| 6M | +7.2% | +12.7% | -5.5% | +6.5% |
| YTD | -15.8% | +10.4% | -26.2% | -20.5% |
| 1Y | -19.3% | +4.7% | -24.0% | -21.6% |
| All | -19.3% | +5.9% | -25.1% | -21.6% |
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 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