+273.5%
SHW vs BB
-0.1%
+273.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.7% |
| 7D | -4.5% | -2.1% | -2.4% | -4.3% |
| 30D | -12.7% | -16.0% | +3.3% | -11.3% |
| 3M | +4.7% | -14.5% | +19.2% | +5.5% |
| 6M | -3.4% | +118.6% | -122.0% | -12.4% |
| YTD | -1.3% | +98.9% | -100.3% | -9.7% |
| 1Y | -10.4% | +99.5% | -109.8% | -18.4% |
| 3Y | +20.1% | +65.4% | -45.3% | +7.8% |
| 5Y | +10.5% | -27.6% | +38.1% | +4.5% |
| All | +273.5% | -0.1% | +273.6% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling