+50.6%
MSFT vs SHW
+37.8%
+12.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +1.7% | +3.5% | -1.8% | +1.1% |
| 30D | +0.2% | +9.2% | -9.1% | -1.5% |
| 3M | +6.4% | -5.1% | +11.4% | +7.2% |
| 6M | +28.7% | +6.8% | +21.9% | +27.1% |
| YTD | +10.4% | +7.0% | +3.5% | +8.0% |
| 1Y | +7.6% | +4.1% | +3.5% | +6.0% |
| All | +50.6% | +37.8% | +12.7% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling