+41.9%
SHW vs JBL
+100.1%
-58.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | +1.9% | +6.3% | -4.4% | +1.2% |
| 30D | +8.1% | -13.5% | +21.6% | +9.6% |
| 3M | -2.8% | -31.3% | +28.6% | +1.2% |
| 6M | +15.0% | -28.4% | +43.5% | +18.6% |
| YTD | +9.0% | +11.6% | -2.6% | +5.5% |
| 1Y | +4.5% | +26.1% | -21.6% | -0.6% |
| 3Y | +41.9% | +97.4% | -55.5% | +22.5% |
| All | +41.9% | +100.1% | -58.3% | +22.5% |
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