+1,376.8%
BAC vs SHW
+20,643.9%
-19,267.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +1.1% | -3.2% | +4.3% | +2.7% |
| 30D | -0.4% | -9.5% | +9.1% | +4.5% |
| 3M | +16.9% | +11.5% | +5.4% | +10.0% |
| 6M | +26.6% | -3.5% | +30.2% | +27.3% |
| YTD | +15.8% | +3.7% | +12.1% | +12.0% |
| 1Y | +27.2% | -7.9% | +35.1% | +29.9% |
| 3Y | +132.4% | +24.7% | +107.7% | +100.6% |
| 5Y | +72.6% | +13.6% | +59.0% | +50.6% |
| 10Y | +389.7% | +283.0% | +106.8% | +123.3% |
| All | +1,376.8% | +20,643.9% | -19,267.1% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling