-3.4%
BAC vs SHW
+6.6%
-10.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +1.3% |
| 7D | +2.0% | +1.6% | +0.4% | +1.5% |
| 30D | -6.9% | +12.1% | -19.0% | -9.4% |
| 3M | -19.6% | -3.0% | -16.6% | -18.9% |
| 6M | -0.5% | +13.5% | -14.0% | -3.9% |
| YTD | -6.6% | +11.2% | -17.9% | -12.2% |
| All | -3.4% | +6.6% | -10.0% | -6.4% |
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