-3.5%
SHW vs BWA
+24.4%
-27.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.3% | -0.1% |
| 7D | -3.2% | +5.7% | -8.9% | -4.3% |
| 30D | -9.5% | +1.4% | -10.9% | -9.9% |
| 3M | +11.5% | -12.1% | +23.5% | +15.4% |
| 6M | -3.5% | +28.6% | -32.1% | -19.1% |
| All | -3.5% | +24.4% | -27.9% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling