+26.7%
BAC vs SHW
-11.3%
+38.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | +1.2% | -1.2% | +2.3% | +1.4% |
| 30D | -0.7% | -11.6% | +10.9% | +2.1% |
| 3M | +16.9% | +9.1% | +7.8% | +14.0% |
| 6M | +29.6% | -0.7% | +30.3% | +28.7% |
| YTD | +15.3% | +1.4% | +13.9% | +13.0% |
| All | +26.7% | -11.3% | +38.0% | +27.2% |
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