+20,418.4%
SHW vs BAX
+900.4%
+19,518.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -3.2% | -1.1% | -2.1% | -2.9% |
| 30D | -9.5% | -5.5% | -4.1% | -8.2% |
| 3M | +11.5% | +33.5% | -22.1% | +3.3% |
| 6M | -3.5% | +35.9% | -39.4% | -11.3% |
| YTD | +3.7% | +35.4% | -31.6% | -5.3% |
| 1Y | -7.9% | +9.8% | -17.7% | -11.8% |
| 3Y | +24.7% | -32.7% | +57.4% | +32.0% |
| 5Y | +13.6% | -65.6% | +79.1% | +41.2% |
| 10Y | +283.0% | -34.9% | +317.9% | +303.4% |
| All | +20,418.4% | +900.4% | +19,518.0% | +9,566.5% |
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