+337.7%
SHW vs BN
+290.8%
+46.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.5% |
| 7D | +1.9% | -1.0% | +2.9% | +2.4% |
| 30D | +8.1% | +14.0% | -5.9% | +2.1% |
| 3M | -2.8% | -9.0% | +6.2% | +1.5% |
| 6M | +15.0% | -8.8% | +23.9% | +19.9% |
| YTD | +9.0% | -10.3% | +19.3% | +13.7% |
| 1Y | +4.5% | -5.8% | +10.3% | +6.6% |
| 3Y | +41.9% | +94.8% | -52.9% | +1.3% |
| 5Y | +10.7% | +31.5% | -20.7% | -8.1% |
| All | +337.7% | +290.8% | +46.8% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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