+112.4%
MS vs SHW
+12.4%
+100.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | -1.6% | +3.5% | -5.0% | -2.9% |
| 30D | -3.8% | +9.2% | -13.0% | -7.2% |
| 3M | -14.6% | -5.1% | -9.5% | -13.1% |
| 6M | -5.1% | +6.8% | -11.9% | -8.5% |
| YTD | +4.5% | +7.0% | -2.4% | +0.1% |
| 1Y | +13.5% | +4.1% | +9.4% | +10.0% |
| 3Y | +160.4% | +41.1% | +119.3% | +120.1% |
| All | +112.4% | +12.4% | +100.0% | +79.1% |
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