+977.1%
BE vs SHW
+140.2%
+836.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -1.5% |
| 7D | +23.9% | -3.2% | +27.1% | +27.2% |
| 30D | +27.8% | -11.4% | +39.2% | +41.0% |
| 3M | +3.7% | +3.5% | +0.2% | -2.4% |
| 6M | +78.0% | -3.4% | +81.3% | +75.5% |
| YTD | +209.9% | -0.3% | +210.2% | +195.9% |
| 1Y | +389.6% | -10.4% | +400.0% | +410.5% |
| 3Y | +1,730.6% | +21.3% | +1,709.3% | +1,268.2% |
| 5Y | +1,227.8% | +12.9% | +1,215.0% | +938.3% |
| All | +977.1% | +140.2% | +836.9% | +250.7% |
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 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