+4.9%
MSFT vs SHW
+3.5%
+1.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.3% | +1.9% | -3.2% | -1.4% |
| 30D | -1.8% | +8.1% | -9.9% | -1.9% |
| 3M | +5.6% | -2.8% | +8.4% | +5.5% |
| 6M | +29.8% | +15.0% | +14.8% | +31.9% |
| YTD | +9.0% | +9.0% | 0.0% | +9.6% |
| 1Y | +4.9% | +4.5% | +0.5% | +3.9% |
| All | +4.9% | +3.5% | +1.4% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling