+21,462.4%
SHW vs BAX
+899.7%
+20,562.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | -2.8% | -4.5% | +1.8% | -1.8% |
| 6M | +15.0% | +49.2% | -34.2% | +3.3% |
| YTD | +9.0% | +35.2% | -26.2% | -0.7% |
| 1Y | +4.5% | +38.3% | -33.8% | -5.4% |
| 3Y | +41.9% | -19.0% | +60.9% | +43.2% |
| 5Y | +10.7% | -64.2% | +74.9% | +36.1% |
| 10Y | +340.4% | -35.7% | +376.1% | +364.8% |
| All | +21,462.4% | +899.7% | +20,562.7% | +10,037.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling