+922.9%
MSFT vs SHW
+352.3%
+570.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +2.3% | +4.2% | -1.9% | +0.6% |
| 30D | -0.4% | +11.3% | -11.6% | -5.1% |
| 3M | +5.6% | -1.8% | +7.4% | +5.9% |
| 6M | +29.0% | +12.7% | +16.2% | +21.1% |
| YTD | +10.9% | +10.4% | +0.5% | +3.9% |
| 1Y | +6.2% | +4.7% | +1.5% | +1.8% |
| 3Y | +47.6% | +42.7% | +4.9% | +18.1% |
| 5Y | +67.9% | +14.5% | +53.4% | +46.6% |
| 10Y | +922.9% | +340.7% | +582.1% | +382.1% |
| All | +922.9% | +352.3% | +570.5% | +382.1% |
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 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