+15.0%
SHW vs BAX
-67.0%
+82.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.3% |
| 7D | -1.2% | -2.4% | +1.3% | -0.6% |
| 30D | -11.6% | -9.7% | -1.9% | -9.3% |
| 3M | +9.1% | +29.3% | -20.1% | +2.5% |
| 6M | -0.7% | +40.7% | -41.3% | -8.7% |
| YTD | +1.4% | +30.3% | -28.9% | -6.1% |
| 1Y | -12.3% | +3.4% | -15.7% | -14.7% |
| 3Y | +23.4% | -32.0% | +55.4% | +29.7% |
| 5Y | +15.0% | -66.9% | +81.9% | +46.6% |
| All | +15.0% | -67.0% | +82.0% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling