+2,413.6%
IBM vs SHW
+20,643.9%
-18,230.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -0.3% | -3.2% | +2.9% | +0.7% |
| 30D | +0.3% | -9.5% | +9.8% | +3.4% |
| 3M | -21.6% | +11.5% | -33.1% | -24.3% |
| 6M | -4.7% | -3.5% | -1.2% | -4.4% |
| YTD | -19.1% | +3.7% | -22.8% | -20.8% |
| 1Y | -2.5% | -7.9% | +5.4% | -1.2% |
| 3Y | +74.2% | +24.7% | +49.5% | +59.3% |
| 5Y | +113.1% | +13.6% | +99.6% | +95.9% |
| 10Y | +133.5% | +283.0% | -149.4% | +45.8% |
| All | +2,413.6% | +20,643.9% | -18,230.3% | +387.9% |
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