+4,319.6%
SHW vs BNS
+1,476.3%
+2,843.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -1.8% |
| 7D | -1.2% | +1.8% | -3.0% | -1.9% |
| 30D | -11.6% | +4.5% | -16.1% | -13.4% |
| 3M | +9.1% | +15.8% | -6.7% | +2.3% |
| 6M | -0.7% | +31.5% | -32.1% | -11.8% |
| YTD | +1.4% | +28.6% | -27.3% | -9.3% |
| 1Y | -12.3% | +48.2% | -60.5% | -26.2% |
| 3Y | +23.4% | +130.8% | -107.4% | -14.7% |
| 5Y | +15.0% | +94.9% | -79.9% | -15.4% |
| 10Y | +278.3% | +179.6% | +98.7% | +131.5% |
| All | +4,319.6% | +1,476.3% | +2,843.3% | +1,048.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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