+45.6%
SHW vs BN
+102.8%
-57.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.2% | +2.3% |
| 7D | +1.6% | +3.6% | -2.1% | 0.0% |
| 30D | +12.1% | +15.9% | -3.8% | +5.2% |
| 3M | -3.0% | -2.3% | -0.6% | -2.1% |
| 6M | +13.5% | -8.4% | +22.0% | +17.6% |
| YTD | +11.2% | -5.9% | +17.1% | +13.2% |
| 1Y | +6.2% | -5.6% | +11.8% | +7.8% |
| 3Y | +45.6% | +104.2% | -58.6% | +5.4% |
| All | +45.6% | +102.8% | -57.1% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling