+10.5%
SHW vs JBL
+390.6%
-380.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.5% |
| 7D | -4.5% | -1.0% | -3.4% | -4.3% |
| 30D | -12.7% | -15.1% | +2.4% | -10.1% |
| 3M | +4.7% | -14.0% | +18.7% | +7.0% |
| 6M | -3.4% | +20.6% | -24.0% | -8.4% |
| YTD | -1.3% | +32.9% | -34.2% | -8.7% |
| 1Y | -10.4% | +40.5% | -50.9% | -18.6% |
| 3Y | +20.1% | +183.7% | -163.6% | -13.1% |
| 5Y | +10.5% | +388.3% | -377.9% | -35.3% |
| All | +10.5% | +390.6% | -380.1% | -35.3% |
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