-0.9%
BA vs SHW
+15.5%
-16.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +1.2% | -3.2% | +4.4% | +2.6% |
| 30D | -11.6% | -9.5% | -2.1% | -7.8% |
| 3M | -2.4% | +11.5% | -13.8% | -6.6% |
| 6M | -6.6% | -3.5% | -3.1% | -5.5% |
| YTD | -2.2% | +3.7% | -6.0% | -4.0% |
| 1Y | -8.0% | -7.9% | -0.1% | -5.6% |
| 3Y | -5.0% | +24.7% | -29.7% | -14.9% |
| All | -0.9% | +15.5% | -16.4% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling