-20.4%
BA vs SHW
+14.9%
-35.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.4% | -2.1% | +0.7% | -0.5% |
| 30D | -7.9% | +11.1% | -19.0% | -12.1% |
| 3M | -25.2% | -2.2% | -23.0% | -24.7% |
| 6M | -26.7% | +14.3% | -41.1% | -31.0% |
| YTD | -19.6% | +10.6% | -30.2% | -23.5% |
| 1Y | -10.6% | +4.1% | -14.7% | -12.9% |
| 3Y | -11.2% | +42.9% | -54.1% | -25.2% |
| 5Y | -20.4% | +14.2% | -34.6% | -36.6% |
| All | -20.4% | +14.9% | -35.4% | -36.6% |
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