+23.4%
SHW vs BWA
+72.9%
-49.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.8% |
| 7D | -1.2% | +4.3% | -5.5% | -2.2% |
| 30D | -11.6% | -2.9% | -8.7% | -11.1% |
| 3M | +9.1% | -12.4% | +21.5% | +12.4% |
| 6M | -0.7% | +28.6% | -29.2% | -8.1% |
| YTD | +1.4% | +48.2% | -46.9% | -11.0% |
| 1Y | -12.3% | +50.9% | -63.2% | -23.5% |
| 3Y | +23.4% | +72.2% | -48.8% | -0.9% |
| All | +23.4% | +72.9% | -49.5% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling