+1,745.4%
SHW vs BR
+1,286.0%
+459.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.3% |
| 7D | -1.2% | -5.9% | +4.8% | +1.4% |
| 30D | -11.6% | +1.9% | -13.5% | -12.5% |
| 3M | +9.1% | +14.7% | -5.5% | +2.5% |
| 6M | -0.7% | -12.8% | +12.1% | +4.1% |
| YTD | +1.4% | -23.0% | +24.4% | +11.4% |
| 1Y | -12.3% | -31.7% | +19.4% | +1.6% |
| 3Y | +23.4% | -4.8% | +28.1% | +23.0% |
| 5Y | +15.0% | +7.8% | +7.2% | +7.5% |
| 10Y | +278.3% | +184.1% | +94.2% | +133.3% |
| All | +1,745.4% | +1,286.0% | +459.4% | +503.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling