+252.1%
INTC vs SHW
+288.7%
-36.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.7% |
| 7D | +7.5% | -3.1% | +10.6% | +9.0% |
| 30D | +2.0% | -10.0% | +12.0% | +7.2% |
| 3M | -12.0% | +2.3% | -14.2% | -14.0% |
| 6M | +114.5% | +0.7% | +113.9% | +111.0% |
| YTD | +179.0% | +0.5% | +178.5% | +173.9% |
| 1Y | +318.3% | -11.5% | +329.8% | +337.1% |
| 3Y | +171.2% | +21.3% | +149.9% | +142.2% |
| 5Y | +107.6% | +12.5% | +95.1% | +87.3% |
| All | +252.1% | +288.7% | -36.6% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling