+6,127.4%
SHW vs BG
+1,131.5%
+4,996.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -3.2% | +2.8% | -6.0% | -3.8% |
| 30D | -9.5% | +12.0% | -21.6% | -11.6% |
| 3M | +11.5% | -7.7% | +19.2% | +12.7% |
| 6M | -3.5% | +4.5% | -8.0% | -5.1% |
| YTD | +3.7% | +35.7% | -32.0% | -3.1% |
| 1Y | -7.9% | +50.1% | -58.0% | -16.0% |
| 3Y | +24.7% | +12.6% | +12.1% | +18.8% |
| 5Y | +13.6% | +75.4% | -61.8% | -3.2% |
| 10Y | +283.0% | +150.5% | +132.5% | +189.1% |
| All | +6,127.4% | +1,131.5% | +4,996.0% | +3,484.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling