+10.2%
SHW vs JBL
+299.0%
-288.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | +1.9% | +6.3% | -4.4% | +0.8% |
| 30D | +8.1% | -13.5% | +21.6% | +10.5% |
| 3M | -2.8% | -31.3% | +28.6% | +3.6% |
| 6M | +15.0% | -28.4% | +43.5% | +20.7% |
| YTD | +9.0% | +11.6% | -2.6% | +3.3% |
| 1Y | +4.5% | +26.1% | -21.6% | -3.8% |
| 3Y | +41.9% | +97.4% | -55.5% | +11.7% |
| All | +10.2% | +299.0% | -288.8% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling