+14.0%
SHW vs BROS
+41.2%
-27.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | -1.2% | -0.9% | -0.2% | -1.1% |
| 30D | -11.6% | -13.5% | +1.9% | -10.4% |
| 3M | +9.1% | -18.4% | +27.5% | +10.9% |
| 6M | -0.7% | -10.6% | +9.9% | -0.1% |
| YTD | +1.4% | -25.1% | +26.4% | +3.4% |
| 1Y | -12.3% | -28.6% | +16.4% | -10.3% |
| 3Y | +23.4% | +65.6% | -42.2% | +13.8% |
| All | +14.0% | +41.2% | -27.2% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling