+120.6%
IBM vs SHW
+14.0%
+106.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +3.8% |
| 7D | +3.6% | -3.2% | +6.8% | +4.4% |
| 30D | +1.5% | -11.4% | +12.9% | +4.5% |
| 3M | -12.9% | +3.5% | -16.4% | -13.7% |
| 6M | -3.9% | -3.4% | -0.5% | -3.5% |
| YTD | -17.3% | -0.3% | -17.0% | -17.9% |
| 1Y | -5.0% | -10.4% | +5.4% | -3.1% |
| 3Y | +78.2% | +21.3% | +56.9% | +68.4% |
| 5Y | +120.6% | +12.9% | +107.8% | +104.2% |
| All | +120.6% | +14.0% | +106.6% | +104.2% |
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