+337.7%
SHW vs BWA
+94.2%
+243.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.9% | +4.3% | -2.3% | +0.7% |
| 30D | +8.1% | -13.0% | +21.1% | +12.2% |
| 3M | -2.8% | -24.8% | +22.0% | +5.0% |
| 6M | +15.0% | -23.5% | +38.6% | +22.7% |
| YTD | +9.0% | +13.8% | -4.8% | +1.7% |
| 1Y | +4.5% | +13.4% | -9.0% | -2.5% |
| 3Y | +41.9% | +62.8% | -20.9% | +16.2% |
| 5Y | +10.7% | +28.5% | -17.7% | -5.3% |
| All | +337.7% | +94.2% | +243.4% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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