+534.7%
QQQ vs SHW
+339.2%
+195.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +3.6% | +1.9% | +1.7% | +2.8% |
| 30D | -6.7% | +8.1% | -14.8% | -10.2% |
| 3M | -7.0% | -2.8% | -4.3% | -6.4% |
| 6M | -4.7% | +15.0% | -19.7% | -11.7% |
| YTD | +11.1% | +9.0% | +2.1% | +4.7% |
| 1Y | +12.3% | +4.5% | +7.8% | +7.8% |
| 3Y | +83.3% | +41.9% | +41.5% | +49.3% |
| 5Y | +77.5% | +10.7% | +66.7% | +59.0% |
| All | +534.7% | +339.2% | +195.5% | +216.1% |
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