+18.8%
BX vs SHW
+14.0%
+4.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -2.5% |
| 7D | -5.7% | -3.2% | -2.5% | -3.5% |
| 30D | -8.9% | -11.4% | +2.5% | -0.9% |
| 3M | +8.4% | +3.5% | +4.9% | +5.1% |
| 6M | +18.9% | -3.4% | +22.3% | +20.3% |
| YTD | -13.6% | -0.3% | -13.3% | -14.8% |
| 1Y | -22.4% | -10.4% | -12.0% | -17.6% |
| 3Y | +26.0% | +21.3% | +4.7% | +6.5% |
| 5Y | +18.8% | +12.9% | +5.9% | -0.2% |
| All | +18.8% | +14.0% | +4.7% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling