+1,787.5%
SHW vs BIL
+30.4%
+1,757.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.0% |
| 30D | -9.5% | +0.3% | -9.8% | -8.6% |
| 3M | +11.5% | +0.9% | +10.5% | +14.6% |
| 6M | -3.5% | +1.8% | -5.4% | +1.9% |
| YTD | +3.7% | +2.4% | +1.3% | +11.6% |
| 1Y | -7.9% | +3.7% | -11.6% | +2.8% |
| 3Y | +24.7% | +14.2% | +10.5% | +84.2% |
| 5Y | +13.6% | +19.4% | -5.8% | +91.4% |
| 10Y | +283.0% | +25.2% | +257.7% | +639.4% |
| All | +1,787.5% | +30.4% | +1,757.1% | +3,273.4% |
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