+71.4%
MSFT vs SHW
+14.2%
+57.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | -1.4% | -1.2% | -0.2% | -1.1% |
| 30D | -1.0% | -11.6% | +10.6% | +2.6% |
| 3M | +20.2% | +9.1% | +11.1% | +16.8% |
| 6M | +21.3% | -0.7% | +21.9% | +20.7% |
| YTD | +2.8% | +1.4% | +1.4% | +1.1% |
| 1Y | 0.0% | -12.3% | +12.2% | +3.1% |
| 3Y | +51.2% | +23.4% | +27.9% | +34.6% |
| 5Y | +71.4% | +15.0% | +56.4% | +49.0% |
| All | +71.4% | +14.2% | +57.2% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling