+593.1%
MA vs SHW
+339.2%
+253.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +1.3% | +1.9% | -0.6% | +0.3% |
| 30D | +9.6% | +8.1% | +1.5% | +5.5% |
| 3M | +16.8% | -2.8% | +19.6% | +18.0% |
| 6M | +35.2% | +15.0% | +20.2% | +25.0% |
| YTD | +16.6% | +9.0% | +7.6% | +9.5% |
| 1Y | +19.8% | +4.5% | +15.3% | +15.0% |
| 3Y | +70.7% | +41.9% | +28.8% | +36.1% |
| 5Y | +87.4% | +10.7% | +76.7% | +66.8% |
| All | +593.1% | +339.2% | +253.9% | +211.6% |
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