+141,733.1%
MSFT vs SHW
+21,289.8%
+120,443.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | +1.7% | +3.5% | -1.8% | +0.3% |
| 30D | +0.2% | +9.2% | -9.1% | -3.2% |
| 3M | +6.4% | -5.1% | +11.4% | +7.9% |
| 6M | +28.7% | +6.8% | +21.9% | +24.5% |
| YTD | +10.4% | +7.0% | +3.5% | +5.9% |
| 1Y | +7.6% | +4.1% | +3.5% | +4.1% |
| 3Y | +52.3% | +41.1% | +11.2% | +29.6% |
| 5Y | +64.5% | +12.9% | +51.7% | +48.8% |
| 10Y | +917.8% | +366.3% | +551.5% | +453.6% |
| All | +141,733.1% | +21,289.8% | +120,443.3% | +16,839.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling