+19,949.9%
SHW vs BDX
+5,185.2%
+14,764.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.4% |
| 7D | -1.2% | -4.3% | +3.1% | +0.1% |
| 30D | -11.6% | +1.3% | -12.9% | -12.0% |
| 3M | +9.1% | +20.2% | -11.1% | +3.2% |
| 6M | -0.7% | +8.6% | -9.3% | -3.2% |
| YTD | +1.4% | +19.0% | -17.6% | -4.0% |
| 1Y | -12.3% | +21.2% | -33.4% | -17.5% |
| 3Y | +23.4% | -9.7% | +33.1% | +24.7% |
| 5Y | +15.0% | -3.4% | +18.4% | +13.4% |
| 10Y | +278.3% | +53.9% | +224.4% | +220.0% |
| All | +19,949.9% | +5,185.2% | +14,764.7% | +5,596.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling