+558.6%
QQQ vs SHW
+288.7%
+269.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.1% |
| 7D | -0.6% | -3.1% | +2.5% | +0.8% |
| 30D | -1.2% | -10.0% | +8.8% | +3.3% |
| 3M | -0.2% | +2.3% | -2.5% | -1.9% |
| 6M | +17.9% | +0.7% | +17.2% | +16.2% |
| YTD | +16.6% | +0.5% | +16.2% | +14.6% |
| 1Y | +23.0% | -11.5% | +34.5% | +27.6% |
| 3Y | +92.9% | +21.3% | +71.6% | +70.1% |
| 5Y | +95.6% | +12.5% | +83.1% | +74.0% |
| All | +558.6% | +288.7% | +269.8% | +265.2% |
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