+21,907.6%
SHW vs BN
+16,294.4%
+5,613.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.2% | +2.8% |
| 7D | +1.6% | +3.6% | -2.1% | +0.6% |
| 30D | +12.1% | +15.9% | -3.8% | +7.3% |
| 3M | -3.0% | -2.3% | -0.6% | -2.2% |
| 6M | +13.5% | -8.4% | +22.0% | +16.7% |
| YTD | +11.2% | -5.9% | +17.1% | +13.0% |
| 1Y | +6.2% | -5.6% | +11.8% | +7.7% |
| 3Y | +45.6% | +104.2% | -58.6% | +16.3% |
| 5Y | +15.6% | +35.5% | -19.9% | +2.1% |
| 10Y | +356.5% | +285.2% | +71.2% | +199.1% |
| All | +21,907.6% | +16,294.4% | +5,613.2% | +8,096.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling