+22.8%
SHW vs BROS
+3.7%
+19.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.9% |
| 7D | +0.7% | -2.5% | +3.2% | +0.9% |
| 30D | +8.4% | -11.2% | +19.7% | +9.5% |
| 3M | -2.2% | -33.9% | +31.7% | +1.6% |
| 6M | +13.3% | -33.5% | +46.8% | +17.3% |
| YTD | +9.2% | -44.9% | +54.2% | +14.5% |
| 1Y | +2.9% | -41.5% | +44.4% | +7.2% |
| 3Y | +41.1% | +22.4% | +18.7% | +33.9% |
| 5Y | +11.0% | -45.7% | +56.6% | +6.9% |
| All | +22.8% | +3.7% | +19.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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