+138.2%
IBM vs SHW
+12.4%
+125.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.5% |
| 7D | -5.0% | +3.5% | -8.4% | -5.9% |
| 30D | +11.1% | +9.2% | +1.9% | +8.5% |
| 3M | +5.7% | -5.1% | +10.8% | +6.9% |
| 6M | +10.1% | +6.8% | +3.3% | +8.0% |
| YTD | -15.6% | +7.0% | -22.6% | -17.8% |
| 1Y | -19.5% | +4.1% | -23.6% | -21.1% |
| 3Y | +80.4% | +41.1% | +39.3% | +63.8% |
| All | +138.2% | +12.4% | +125.8% | +115.0% |
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