+7.0%
SHW vs BP
+35.3%
-28.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.2% | +10.8% | +5.2% |
| 7D | +13.3% | -8.4% | +21.7% | +10.3% |
| 30D | +14.1% | +2.2% | +11.9% | +15.1% |
| 3M | +0.8% | +8.8% | -8.0% | +4.2% |
| 6M | +17.6% | -0.5% | +18.2% | +20.3% |
| YTD | +13.0% | +36.2% | -23.2% | +13.8% |
| 1Y | +7.0% | +36.6% | -29.6% | +8.4% |
| All | +7.0% | +35.3% | -28.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling