+14.1%
QCOM vs SHW
+11.1%
+3.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +4.3% | +1.9% | +2.4% | +3.3% |
| 30D | -0.1% | +8.1% | -8.1% | -4.0% |
| 3M | +5.2% | -2.8% | +8.0% | +6.3% |
| 6M | -18.4% | +15.0% | -33.4% | -24.9% |
| YTD | +2.4% | +9.0% | -6.6% | -3.8% |
| 1Y | +0.9% | +4.5% | -3.6% | -3.1% |
| 3Y | +48.4% | +41.9% | +6.5% | +19.5% |
| All | +14.1% | +11.1% | +3.0% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling