+28.1%
BA vs SHW
+371.2%
-343.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -2.8% |
| 7D | -1.7% | +1.6% | -3.3% | -2.8% |
| 30D | -9.5% | +12.1% | -21.5% | -15.2% |
| 3M | -26.5% | -3.0% | -23.5% | -25.6% |
| 6M | -27.4% | +13.5% | -40.9% | -32.7% |
| YTD | -20.6% | +11.2% | -31.9% | -26.0% |
| 1Y | -11.4% | +6.2% | -17.6% | -15.5% |
| 3Y | -10.8% | +45.6% | -56.5% | -30.8% |
| 5Y | -21.9% | +15.6% | -37.5% | -32.7% |
| 10Y | +28.1% | +356.5% | -328.3% | -47.2% |
| All | +28.1% | +371.2% | -343.0% | -47.2% |
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