+2,521.8%
IBM vs SHW
+21,289.8%
-18,768.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.4% |
| 7D | -5.0% | +3.5% | -8.4% | -6.1% |
| 30D | +11.1% | +9.2% | +1.9% | +7.9% |
| 3M | +5.7% | -5.1% | +10.8% | +7.1% |
| 6M | +10.1% | +6.8% | +3.3% | +7.2% |
| YTD | -15.6% | +7.0% | -22.6% | -18.3% |
| 1Y | -19.5% | +4.1% | -23.6% | -21.5% |
| 3Y | +80.4% | +41.1% | +39.3% | +58.7% |
| 5Y | +140.0% | +12.9% | +127.1% | +120.9% |
| 10Y | +155.0% | +366.3% | -211.4% | +50.4% |
| All | +2,521.8% | +21,289.8% | -18,768.0% | +402.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling