+73.1%
MA vs SHW
+15.5%
+57.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -2.7% | -3.2% | +0.5% | -1.5% |
| 30D | +1.5% | -9.5% | +11.1% | +5.2% |
| 3M | +20.4% | +11.5% | +9.0% | +15.1% |
| 6M | +11.1% | -3.5% | +14.7% | +11.7% |
| YTD | +2.0% | +3.7% | -1.8% | -0.8% |
| 1Y | -2.2% | -7.9% | +5.7% | -0.3% |
| 3Y | +41.9% | +24.7% | +17.2% | +25.8% |
| All | +73.1% | +15.5% | +57.6% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling