+280.4%
SHW vs BRO
+294.2%
-13.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +2.0% |
| 7D | -3.1% | -7.3% | +4.2% | +0.5% |
| 30D | -10.0% | -6.9% | -3.2% | -7.0% |
| 3M | +2.3% | +10.7% | -8.4% | -3.2% |
| 6M | +0.7% | -2.7% | +3.4% | +0.9% |
| YTD | +0.5% | -16.3% | +16.8% | +8.2% |
| 1Y | -11.5% | -29.1% | +17.6% | +3.4% |
| 3Y | +21.3% | -7.8% | +29.2% | +19.3% |
| 5Y | +12.5% | +18.7% | -6.2% | -8.2% |
| All | +280.4% | +294.2% | -13.8% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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