+21,748.4%
SHW vs BP
+1,352.6%
+20,395.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +4.2% | -6.3% | +10.6% | +5.7% |
| 30D | +11.3% | -3.6% | +14.9% | +11.9% |
| 3M | -1.8% | +5.2% | -7.0% | -3.4% |
| 6M | +12.7% | +5.3% | +7.4% | +10.1% |
| YTD | +10.4% | +33.1% | -22.7% | +1.1% |
| 1Y | +4.7% | +26.3% | -21.6% | -3.0% |
| 3Y | +42.7% | +47.5% | -4.8% | +25.2% |
| 5Y | +14.5% | +106.2% | -91.6% | -10.4% |
| 10Y | +340.7% | +127.0% | +213.8% | +215.6% |
| All | +21,748.4% | +1,352.6% | +20,395.8% | +9,773.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling