+273.5%
SHW vs BAX
-37.2%
+310.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -4.5% | -5.4% | +1.0% | -2.8% |
| 30D | -12.7% | -12.4% | -0.3% | -9.0% |
| 3M | +4.7% | +19.1% | -14.4% | -1.0% |
| 6M | -3.4% | +38.6% | -42.0% | -13.0% |
| YTD | -1.3% | +26.7% | -28.0% | -9.8% |
| 1Y | -10.4% | +1.0% | -11.4% | -12.7% |
| 3Y | +20.1% | -33.9% | +54.0% | +29.8% |
| 5Y | +10.5% | -67.0% | +77.5% | +53.7% |
| All | +273.5% | -37.2% | +310.7% | +336.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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