+2.0%
QCOM vs SHW
+6.6%
-4.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.4% | +2.6% |
| 7D | +5.8% | +1.6% | +4.2% | +5.4% |
| 30D | -2.3% | +12.1% | -14.4% | -4.9% |
| 3M | +2.7% | -3.0% | +5.7% | +3.4% |
| 6M | -21.0% | +13.5% | -34.5% | -24.0% |
| YTD | +1.8% | +11.2% | -9.4% | -2.3% |
| All | +2.0% | +6.6% | -4.6% | +0.8% |
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