+6,288.2%
MS vs SHW
+10,436.6%
-4,148.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | 0.0% |
| 7D | +1.4% | -3.2% | +4.6% | +3.3% |
| 30D | -0.3% | -9.5% | +9.3% | +5.6% |
| 3M | +0.3% | +11.5% | -11.2% | -7.0% |
| 6M | +31.3% | -3.5% | +34.9% | +31.8% |
| YTD | +24.7% | +3.7% | +20.9% | +19.4% |
| 1Y | +47.9% | -7.9% | +55.8% | +51.0% |
| 3Y | +178.3% | +24.7% | +153.6% | +133.9% |
| 5Y | +144.9% | +13.6% | +131.3% | +108.4% |
| 10Y | +804.5% | +283.0% | +521.6% | +249.0% |
| All | +6,288.2% | +10,436.6% | -4,148.4% | +339.4% |
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