+15.6%
SHW vs BN
+35.4%
-19.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.2% | +2.3% |
| 7D | +1.6% | +3.6% | -2.1% | +0.1% |
| 30D | +12.1% | +15.9% | -3.8% | +5.3% |
| 3M | -3.0% | -2.3% | -0.6% | -2.0% |
| 6M | +13.5% | -8.4% | +22.0% | +17.8% |
| YTD | +11.2% | -5.9% | +17.1% | +13.4% |
| 1Y | +6.2% | -5.6% | +11.8% | +8.0% |
| 3Y | +45.6% | +104.2% | -58.6% | +3.4% |
| 5Y | +15.6% | +35.5% | -19.9% | -7.4% |
| All | +15.6% | +35.4% | -19.8% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling