+7.9%
QCOM vs SHW
-7.8%
+15.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +3.3% | -3.2% | +6.6% | +4.0% |
| 30D | +7.7% | -9.5% | +17.2% | +9.9% |
| 3M | -30.1% | +11.5% | -41.5% | -32.2% |
| 6M | +22.8% | -3.5% | +26.4% | +23.3% |
| YTD | +0.2% | +3.7% | -3.5% | -0.3% |
| 1Y | +7.9% | -7.9% | +15.8% | +9.7% |
| All | +7.9% | -7.8% | +15.7% | +9.7% |
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