+20,418.4%
SHW vs BN
+15,251.3%
+5,167.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.2% | -2.5% | -0.8% | -2.5% |
| 30D | -9.5% | -9.5% | 0.0% | -6.8% |
| 3M | +11.5% | -10.4% | +21.8% | +15.3% |
| 6M | -3.5% | -6.4% | +2.8% | -1.7% |
| YTD | +3.7% | -11.9% | +15.6% | +7.4% |
| 1Y | -7.9% | -8.6% | +0.7% | -5.9% |
| 3Y | +24.7% | +77.6% | -52.9% | +3.4% |
| 5Y | +13.6% | +37.0% | -23.4% | 0.0% |
| 10Y | +283.0% | +266.4% | +16.6% | +154.8% |
| All | +20,418.4% | +15,251.3% | +5,167.1% | +7,686.9% |
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