+668.0%
BE vs SHW
+162.8%
+505.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | +10.8% | +1.9% | +8.9% | +9.5% |
| 30D | -19.8% | +8.1% | -27.8% | -25.7% |
| 3M | -18.7% | -2.8% | -15.9% | -18.0% |
| 6M | -33.7% | +15.0% | -48.8% | -43.7% |
| YTD | +121.0% | +9.0% | +112.0% | +93.2% |
| 1Y | +85.4% | +4.5% | +80.9% | +67.7% |
| 3Y | +1,709.5% | +41.9% | +1,667.7% | +1,058.3% |
| 5Y | +462.2% | +10.7% | +451.5% | +354.0% |
| All | +668.0% | +162.8% | +505.2% | +129.0% |
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