+23.4%
SHW vs BB
+68.2%
-44.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.4% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | -11.6% | -12.4% | +0.8% | -10.8% |
| 3M | +9.1% | -15.3% | +24.4% | +9.7% |
| 6M | -0.7% | +128.8% | -129.4% | -9.2% |
| YTD | +1.4% | +107.7% | -106.3% | -6.6% |
| 1Y | -12.3% | +103.9% | -116.2% | -19.4% |
| 3Y | +23.4% | +72.6% | -49.2% | +9.1% |
| All | +23.4% | +68.2% | -44.8% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling