+10.5%
SHW vs BR
+7.7%
+2.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.5% | -6.0% | +1.5% | -1.8% |
| 30D | -12.7% | -0.9% | -11.8% | -12.5% |
| 3M | +4.7% | +16.4% | -11.7% | -2.9% |
| 6M | -3.4% | -8.2% | +4.8% | -0.1% |
| YTD | -1.3% | -23.2% | +21.9% | +11.6% |
| 1Y | -10.4% | -30.9% | +20.6% | +7.6% |
| 3Y | +20.1% | -5.0% | +25.1% | +18.9% |
| 5Y | +10.5% | +8.8% | +1.7% | -4.1% |
| All | +10.5% | +7.7% | +2.8% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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