+15,692.2%
MA vs SHW
+2,793.3%
+12,898.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -0.5% |
| 7D | +3.2% | +5.7% | -2.5% | +0.2% |
| 30D | +15.9% | +8.7% | +7.3% | +11.0% |
| 3M | +15.2% | -5.4% | +20.5% | +18.0% |
| 6M | +32.4% | +12.2% | +20.1% | +23.3% |
| YTD | +15.6% | +8.5% | +7.2% | +8.6% |
| 1Y | +19.3% | +4.9% | +14.4% | +14.0% |
| 3Y | +73.0% | +42.8% | +30.1% | +36.9% |
| 5Y | +93.7% | +14.5% | +79.3% | +67.4% |
| 10Y | +575.0% | +373.0% | +202.0% | +159.2% |
| All | +15,692.2% | +2,793.3% | +12,898.9% | +2,068.7% |
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