+19.1%
SHW vs JBL
+181.3%
-162.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.6% |
| 7D | -4.5% | -1.0% | -3.4% | -4.3% |
| 30D | -12.7% | -15.1% | +2.4% | -10.9% |
| 3M | +4.7% | -14.0% | +18.7% | +6.3% |
| 6M | -3.4% | +20.6% | -24.0% | -6.8% |
| YTD | -1.3% | +32.9% | -34.2% | -6.3% |
| 1Y | -10.4% | +40.5% | -50.9% | -15.8% |
| All | +19.1% | +181.3% | -162.1% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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