+885.0%
MSFT vs SHW
+275.0%
+610.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | -1.0% | -3.2% | +2.2% | +0.3% |
| 30D | -2.7% | -11.4% | +8.7% | +2.4% |
| 3M | +22.1% | +3.5% | +18.6% | +19.8% |
| 6M | +20.6% | -3.4% | +23.9% | +20.9% |
| YTD | +2.3% | -0.3% | +2.6% | +0.5% |
| 1Y | -0.5% | -10.4% | +9.9% | +2.2% |
| 3Y | +50.5% | +21.3% | +29.2% | +30.6% |
| 5Y | +72.3% | +12.9% | +59.5% | +50.5% |
| 10Y | +885.0% | +284.1% | +600.9% | +422.7% |
| All | +885.0% | +275.0% | +610.0% | +422.7% |
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 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