+12.0%
SHW vs BNY
+256.6%
-244.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.1% | -1.3% | -1.8% | -2.6% |
| 30D | -10.0% | -0.2% | -9.9% | -10.0% |
| 3M | +2.3% | +14.9% | -12.7% | -3.5% |
| 6M | +0.7% | +40.0% | -39.3% | -12.3% |
| YTD | +0.5% | +42.0% | -41.5% | -13.4% |
| 1Y | -11.5% | +56.9% | -68.3% | -27.0% |
| 3Y | +21.3% | +289.9% | -268.5% | -33.5% |
| All | +12.0% | +256.6% | -244.6% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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