+280.4%
SHW vs BBY
+252.7%
+27.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.2% | +0.9% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | -10.0% | +9.4% | -19.4% | -12.6% |
| 3M | +2.3% | +19.3% | -17.1% | -3.3% |
| 6M | +0.7% | +47.9% | -47.2% | -11.4% |
| YTD | +0.5% | +39.6% | -39.1% | -10.4% |
| 1Y | -11.5% | +22.2% | -33.7% | -18.1% |
| 3Y | +21.3% | +45.0% | -23.6% | +2.3% |
| 5Y | +12.5% | +2.6% | +10.0% | +2.4% |
| All | +280.4% | +252.7% | +27.7% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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