-12.3%
SHW vs BIL
+3.7%
-16.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.2% |
| 7D | -1.2% | +0.1% | -1.2% | -0.9% |
| 30D | -11.6% | +0.3% | -11.9% | -10.4% |
| 3M | +9.1% | +0.9% | +8.2% | +16.9% |
| 6M | -0.7% | +1.8% | -2.5% | +22.6% |
| YTD | +1.4% | +2.5% | -1.1% | +37.4% |
| 1Y | -12.3% | +3.7% | -16.0% | +54.2% |
| All | -12.3% | +3.7% | -16.0% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling