+10,742.2%
JPM vs SHW
+21,742.9%
-11,000.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.4% |
| 7D | +1.6% | +0.7% | +0.9% | +1.3% |
| 30D | +3.4% | +8.4% | -5.0% | -0.9% |
| 3M | -5.7% | -2.2% | -3.4% | -5.1% |
| 6M | +13.5% | +13.3% | +0.2% | +5.2% |
| YTD | +8.4% | +9.2% | -0.8% | +1.8% |
| 1Y | +9.1% | +2.9% | +6.2% | +5.5% |
| 3Y | +149.5% | +41.1% | +108.4% | +100.7% |
| 5Y | +132.6% | +11.0% | +121.6% | +103.4% |
| 10Y | +480.0% | +341.2% | +138.8% | +135.8% |
| All | +10,742.2% | +21,742.9% | -11,000.7% | +561.4% |
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