+47.0%
QCOM vs SHW
+41.1%
+5.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +6.1% |
| 7D | +0.4% | +3.5% | -3.1% | -1.0% |
| 30D | -6.6% | +9.2% | -15.8% | -10.2% |
| 3M | +3.7% | -5.1% | +8.8% | +5.8% |
| 6M | -13.3% | +6.8% | -20.2% | -16.8% |
| YTD | -1.8% | +7.0% | -8.7% | -6.3% |
| 1Y | -2.5% | +4.1% | -6.6% | -5.7% |
| 3Y | +47.0% | +41.1% | +5.9% | +24.6% |
| All | +47.0% | +41.1% | +5.8% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling