+17.7%
SHW vs BP
+125.7%
-108.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -3.2% | +3.9% | -7.2% | -3.2% |
| 30D | -9.5% | +7.6% | -17.1% | -9.5% |
| 3M | +11.5% | +0.7% | +10.8% | +11.6% |
| 6M | -3.5% | +15.5% | -19.0% | -4.4% |
| YTD | +3.7% | +30.8% | -27.1% | +1.9% |
| 1Y | -7.9% | +34.3% | -42.2% | -9.7% |
| 3Y | +24.7% | +35.1% | -10.3% | +21.0% |
| All | +17.7% | +125.7% | -108.0% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling