+21,748.4%
SHW vs BAX
+923.3%
+20,825.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | +4.2% | +3.6% | +0.6% | +3.3% |
| 30D | +11.3% | +8.5% | +2.8% | +8.7% |
| 3M | -1.8% | -4.9% | +3.1% | -0.7% |
| 6M | +12.7% | +47.0% | -34.3% | +1.6% |
| YTD | +10.4% | +38.4% | -28.0% | 0.0% |
| 1Y | +4.7% | +49.1% | -44.4% | -7.1% |
| 3Y | +42.7% | -14.9% | +57.6% | +42.2% |
| 5Y | +14.5% | -63.1% | +77.7% | +39.8% |
| 10Y | +340.7% | -35.6% | +376.3% | +364.7% |
| All | +21,748.4% | +923.3% | +20,825.1% | +10,109.4% |
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