+1,924.5%
SHW vs BIL
+30.8%
+1,893.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.8% |
| 30D | +12.1% | 0.0% | +12.1% | +11.9% |
| 3M | -3.0% | +0.6% | -3.6% | -1.3% |
| 6M | +13.5% | +1.5% | +12.0% | +18.7% |
| YTD | +11.2% | +2.8% | +8.5% | +20.8% |
| 1Y | +6.2% | +3.3% | +2.9% | +17.2% |
| 3Y | +45.6% | +13.4% | +32.2% | +110.7% |
| 5Y | +15.6% | +19.8% | -4.2% | +96.7% |
| 10Y | +356.5% | +25.6% | +330.8% | +790.1% |
| All | +1,924.5% | +30.8% | +1,893.7% | +3,552.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling