+14.1%
SHW vs BB
-13.7%
+27.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | +4.2% | +11.6% | -7.4% | +3.1% |
| 30D | +11.3% | +2.6% | +8.7% | +10.6% |
| 3M | -1.8% | +3.5% | -5.3% | -2.8% |
| 6M | +12.7% | +43.5% | -30.8% | +5.6% |
| YTD | +10.4% | +141.2% | -130.7% | -3.7% |
| 1Y | +4.7% | +97.4% | -92.7% | -6.5% |
| 3Y | +42.7% | +151.1% | -108.4% | +17.6% |
| All | +14.1% | -13.7% | +27.8% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling