+10,111.3%
SHW vs BWA
+3,492.4%
+6,618.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.3% | -0.3% |
| 7D | -3.2% | +5.7% | -8.9% | -4.8% |
| 30D | -9.5% | +1.4% | -10.9% | -10.0% |
| 3M | +11.5% | -12.1% | +23.5% | +14.9% |
| 6M | -3.5% | +28.6% | -32.1% | -11.1% |
| YTD | +3.7% | +51.1% | -47.4% | -9.7% |
| 1Y | -7.9% | +55.9% | -63.8% | -20.7% |
| 3Y | +24.7% | +70.1% | -45.4% | +2.5% |
| 5Y | +13.6% | +90.7% | -77.1% | -11.6% |
| 10Y | +283.0% | +154.0% | +129.0% | +157.1% |
| All | +10,111.3% | +3,492.4% | +6,618.9% | +3,158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling