+167.6%
SYK vs SHW
+281.7%
-114.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -12.3% | -4.5% | -7.9% | -10.3% |
| 30D | -22.4% | -12.7% | -9.8% | -17.2% |
| 3M | -12.3% | +4.7% | -17.0% | -14.4% |
| 6M | -24.3% | -3.4% | -20.9% | -23.4% |
| YTD | -22.8% | -1.3% | -21.4% | -22.8% |
| 1Y | -28.8% | -10.4% | -18.4% | -25.7% |
| 3Y | -4.0% | +20.1% | -24.1% | -14.9% |
| 5Y | +3.8% | +10.5% | -6.6% | -6.7% |
| All | +167.6% | +281.7% | -114.1% | +46.9% |
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