+120.2%
BKR vs SHW
+288.7%
-168.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.2% |
| 7D | -7.0% | -3.1% | -3.9% | -6.0% |
| 30D | -8.1% | -10.0% | +1.9% | -4.8% |
| 3M | -6.6% | +2.3% | -8.9% | -8.2% |
| 6M | +0.9% | +0.7% | +0.2% | -0.8% |
| YTD | +31.1% | +0.5% | +30.6% | +28.9% |
| 1Y | +27.7% | -11.5% | +39.2% | +31.4% |
| 3Y | +71.2% | +21.3% | +49.9% | +54.2% |
| 5Y | +177.6% | +12.5% | +165.1% | +149.9% |
| All | +120.2% | +288.7% | -168.6% | +38.8% |
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