-12.2%
BA vs SHW
+5.0%
-17.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.4% | -0.6% |
| 7D | -0.1% | +5.7% | -5.8% | -3.0% |
| 30D | -9.1% | +8.7% | -17.8% | -12.9% |
| 3M | -28.2% | -5.4% | -22.8% | -26.3% |
| 6M | -23.1% | +12.2% | -35.4% | -27.2% |
| YTD | -20.6% | +8.5% | -29.0% | -23.0% |
| All | -12.2% | +5.0% | -17.3% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling