+280.4%
SHW vs BG
+166.7%
+113.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +2.2% |
| 7D | -3.1% | +3.1% | -6.2% | -3.7% |
| 30D | -10.0% | +10.2% | -20.3% | -11.8% |
| 3M | +2.3% | -1.7% | +3.9% | +2.2% |
| 6M | +0.7% | +1.0% | -0.3% | -0.3% |
| YTD | +0.5% | +39.9% | -39.4% | -7.2% |
| 1Y | -11.5% | +53.2% | -64.7% | -20.2% |
| 3Y | +21.3% | +16.3% | +5.1% | +14.7% |
| 5Y | +12.5% | +83.9% | -71.3% | -8.3% |
| All | +280.4% | +166.7% | +113.7% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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