+43.9%
SHW vs BAM
+81.2%
-37.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | +1.7% | -2.7% | +4.4% | +2.7% |
| 30D | +7.8% | +15.5% | -7.7% | +2.6% |
| 3M | -3.0% | -6.9% | +3.9% | -0.6% |
| 6M | +14.8% | +9.9% | +4.9% | +10.9% |
| YTD | +8.8% | +1.4% | +7.4% | +7.4% |
| 1Y | +4.2% | +3.3% | +1.0% | +2.2% |
| 3Y | +41.5% | +83.6% | -42.1% | +12.1% |
| All | +43.9% | +81.2% | -37.3% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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