+273.5%
SHW vs BP
+137.6%
+135.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -4.5% | +5.7% | -10.2% | -5.3% |
| 30D | -12.7% | +8.1% | -20.8% | -13.8% |
| 3M | +4.7% | +8.6% | -3.9% | +3.0% |
| 6M | -3.4% | +18.1% | -21.6% | -7.0% |
| YTD | -1.3% | +37.6% | -38.9% | -7.9% |
| 1Y | -10.4% | +39.4% | -49.7% | -16.7% |
| 3Y | +20.1% | +40.1% | -20.0% | +10.1% |
| 5Y | +10.5% | +141.3% | -130.8% | -13.1% |
| All | +273.5% | +137.6% | +135.9% | +179.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling