+391.8%
BAC vs SHW
+275.8%
+115.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.6% |
| 7D | +1.2% | -1.2% | +2.3% | +1.7% |
| 30D | -0.7% | -11.6% | +10.9% | +4.9% |
| 3M | +16.9% | +9.1% | +7.8% | +11.4% |
| 6M | +29.6% | -0.7% | +30.3% | +28.5% |
| YTD | +15.3% | +1.4% | +13.9% | +12.8% |
| 1Y | +28.8% | -12.3% | +41.1% | +34.7% |
| 3Y | +136.4% | +23.4% | +113.0% | +105.1% |
| 5Y | +72.9% | +15.0% | +57.9% | +50.2% |
| 10Y | +391.8% | +278.3% | +113.5% | +129.5% |
| All | +391.8% | +275.8% | +115.9% | +129.5% |
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