+31.1%
BA vs SHW
+365.4%
-334.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.4% | -0.4% |
| 7D | -0.1% | +5.7% | -5.8% | -3.3% |
| 30D | -9.1% | +8.7% | -17.8% | -13.4% |
| 3M | -28.2% | -5.4% | -22.8% | -26.3% |
| 6M | -23.1% | +12.2% | -35.4% | -28.3% |
| YTD | -20.6% | +8.5% | -29.0% | -24.8% |
| 1Y | -12.7% | +4.9% | -17.6% | -16.1% |
| 3Y | -11.6% | +42.8% | -54.4% | -30.6% |
| 5Y | -23.1% | +14.5% | -37.6% | -33.5% |
| All | +31.1% | +365.4% | -334.4% | -46.2% |
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