+337.7%
SHW vs BAX
-35.8%
+373.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +8.1% | +4.1% | +4.0% | +6.5% |
| 3M | -2.8% | -4.5% | +1.8% | -1.6% |
| 6M | +15.0% | +49.2% | -34.2% | +1.2% |
| YTD | +9.0% | +35.2% | -26.2% | -2.7% |
| 1Y | +4.5% | +38.3% | -33.8% | -7.5% |
| 3Y | +41.9% | -19.0% | +60.9% | +43.1% |
| 5Y | +10.7% | -64.2% | +74.9% | +50.7% |
| All | +337.7% | -35.8% | +373.5% | +399.2% |
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