+10.2%
SHW vs BG
+21.9%
-11.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | +1.9% | +2.6% | -0.7% | +1.7% |
| 30D | +8.1% | -6.7% | +14.7% | +8.5% |
| 3M | -2.8% | -9.3% | +6.5% | -2.3% |
| 6M | +15.0% | -18.3% | +33.4% | +16.5% |
| YTD | +9.0% | +16.2% | -7.2% | +6.0% |
| 1Y | +4.5% | +7.6% | -3.1% | +2.4% |
| 3Y | +41.9% | +6.6% | +35.3% | +37.7% |
| All | +10.2% | +21.9% | -11.6% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling