+23.4%
SHW vs BN
+79.0%
-55.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.2% |
| 7D | -1.2% | -1.2% | 0.0% | -0.7% |
| 30D | -11.6% | -10.9% | -0.7% | -7.2% |
| 3M | +9.1% | -11.1% | +20.2% | +14.7% |
| 6M | -0.7% | -4.4% | +3.7% | +1.1% |
| YTD | +1.4% | -14.1% | +15.5% | +7.3% |
| 1Y | -12.3% | -11.1% | -1.2% | -8.8% |
| 3Y | +23.4% | +75.6% | -52.2% | -4.2% |
| All | +23.4% | +79.0% | -55.6% | -4.2% |
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