+24.3%
SHW vs BROS
+7.7%
+16.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.1% | -20.4% | +18.3% | -0.1% |
| 30D | +11.1% | -6.1% | +17.2% | +11.6% |
| 3M | -2.2% | -29.4% | +27.2% | +1.0% |
| 6M | +14.3% | -31.5% | +45.9% | +17.9% |
| YTD | +10.6% | -42.8% | +53.4% | +15.5% |
| 1Y | +4.1% | -37.5% | +41.6% | +7.8% |
| 3Y | +42.9% | +27.2% | +15.7% | +35.1% |
| 5Y | +14.2% | -47.0% | +61.1% | +9.5% |
| All | +24.3% | +7.7% | +16.6% | +18.7% |
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