+26.8%
BA vs SHW
+343.1%
-316.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.4% | -2.1% | +0.7% | -0.3% |
| 30D | -7.9% | +11.1% | -19.0% | -13.3% |
| 3M | -25.2% | -2.2% | -23.0% | -24.6% |
| 6M | -26.7% | +14.3% | -41.1% | -32.4% |
| YTD | -19.6% | +10.6% | -30.2% | -24.8% |
| 1Y | -10.6% | +4.1% | -14.7% | -13.7% |
| 3Y | -11.2% | +42.9% | -54.1% | -30.4% |
| 5Y | -20.4% | +14.2% | -34.6% | -30.9% |
| 10Y | +26.8% | +346.7% | -320.0% | -47.1% |
| All | +26.8% | +343.1% | -316.3% | -47.1% |
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