+22,282.0%
SYK vs SHW
+19,632.5%
+2,649.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -12.3% | -4.5% | -7.9% | -11.0% |
| 30D | -22.4% | -12.7% | -9.8% | -19.0% |
| 3M | -12.3% | +4.7% | -17.0% | -13.6% |
| 6M | -24.3% | -3.4% | -20.9% | -23.6% |
| YTD | -22.8% | -1.3% | -21.4% | -22.7% |
| 1Y | -28.8% | -10.4% | -18.4% | -26.6% |
| 3Y | -4.0% | +20.1% | -24.1% | -10.6% |
| 5Y | +3.8% | +10.5% | -6.6% | -2.2% |
| 10Y | +172.8% | +280.3% | -107.5% | +79.5% |
| All | +22,282.0% | +19,632.5% | +2,649.5% | +4,580.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling