+230.9%
QCOM vs SHW
+371.2%
-140.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.4% | +1.5% |
| 7D | +5.8% | +1.6% | +4.2% | +5.0% |
| 30D | -2.3% | +12.1% | -14.4% | -8.3% |
| 3M | +2.7% | -3.0% | +5.7% | +3.9% |
| 6M | -21.0% | +13.5% | -34.5% | -27.5% |
| YTD | +1.8% | +11.2% | -9.4% | -6.0% |
| 1Y | +2.4% | +6.2% | -3.8% | -3.0% |
| 3Y | +52.1% | +45.6% | +6.5% | +18.7% |
| 5Y | +14.6% | +15.6% | -0.9% | -0.3% |
| 10Y | +230.9% | +356.5% | -125.6% | +78.5% |
| All | +230.9% | +371.2% | -140.3% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling