+280.4%
SHW vs BDX
+59.3%
+221.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | -3.1% | -3.2% | 0.0% | -1.9% |
| 30D | -10.0% | -2.5% | -7.5% | -9.2% |
| 3M | +2.3% | +21.4% | -19.1% | -4.9% |
| 6M | +0.7% | +10.4% | -9.7% | -3.2% |
| YTD | +0.5% | +18.8% | -18.3% | -6.1% |
| 1Y | -11.5% | +21.7% | -33.2% | -18.1% |
| 3Y | +21.3% | -10.0% | +31.3% | +23.2% |
| 5Y | +12.5% | -1.8% | +14.3% | +9.5% |
| All | +280.4% | +59.3% | +221.1% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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