+5.0%
SYK vs SHW
+9.4%
-4.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -12.3% | -4.5% | -7.9% | -10.6% |
| 30D | -22.4% | -12.7% | -9.8% | -18.0% |
| 3M | -12.3% | +4.7% | -17.0% | -14.0% |
| 6M | -24.3% | -3.4% | -20.9% | -23.5% |
| YTD | -22.8% | -1.3% | -21.4% | -22.7% |
| 1Y | -28.8% | -10.4% | -18.4% | -26.1% |
| 3Y | -4.0% | +20.1% | -24.1% | -12.7% |
| All | +5.0% | +9.4% | -4.4% | -5.8% |
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