+42.7%
SHW vs BAX
-15.3%
+58.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | +4.2% | +3.6% | +0.6% | +3.4% |
| 30D | +11.3% | +8.5% | +2.8% | +8.9% |
| 3M | -1.8% | -4.9% | +3.1% | -0.9% |
| 6M | +12.7% | +47.0% | -34.3% | +3.1% |
| YTD | +10.4% | +38.4% | -28.0% | +1.0% |
| 1Y | +4.7% | +49.1% | -44.4% | -5.8% |
| 3Y | +42.7% | -14.9% | +57.6% | +42.0% |
| All | +42.7% | -15.3% | +58.0% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling