+1,619.0%
BE vs SHW
+26.7%
+1,592.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +6.9% | +7.2% |
| 7D | +20.0% | -3.2% | +23.2% | +21.7% |
| 30D | +7.9% | -9.5% | +17.4% | +12.8% |
| 3M | -13.2% | +11.5% | -24.7% | -19.2% |
| 6M | +53.5% | -3.5% | +57.0% | +54.6% |
| YTD | +191.0% | +3.7% | +187.3% | +178.5% |
| 1Y | +360.5% | -7.9% | +368.4% | +371.8% |
| All | +1,619.0% | +26.7% | +1,592.4% | +998.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling