+278.3%
SHW vs BIL
+25.3%
+253.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.2% | +0.1% | -1.2% | -1.0% |
| 30D | -11.6% | +0.3% | -11.9% | -10.9% |
| 3M | +9.1% | +0.9% | +8.2% | +11.8% |
| 6M | -0.7% | +1.8% | -2.5% | +4.6% |
| YTD | +1.4% | +2.5% | -1.1% | +8.5% |
| 1Y | -12.3% | +3.7% | -16.0% | -3.1% |
| 3Y | +23.4% | +14.1% | +9.3% | +63.2% |
| 5Y | +15.0% | +19.4% | -4.4% | +61.3% |
| 10Y | +278.3% | +25.3% | +253.0% | +386.9% |
| All | +278.3% | +25.3% | +253.0% | +386.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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