+10,115.3%
SHW vs JBL
+42,879.2%
-32,763.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -1.2% | +4.4% | -5.6% | -1.7% |
| 30D | -11.6% | -8.4% | -3.2% | -10.7% |
| 3M | +9.1% | -14.2% | +23.3% | +10.7% |
| 6M | -0.7% | +29.6% | -30.3% | -4.5% |
| YTD | +1.4% | +37.1% | -35.7% | -3.5% |
| 1Y | -12.3% | +49.5% | -61.8% | -17.7% |
| 3Y | +23.4% | +192.7% | -169.3% | +4.5% |
| 5Y | +15.0% | +411.3% | -396.3% | -9.6% |
| 10Y | +278.3% | +1,447.6% | -1,169.3% | +157.4% |
| All | +10,115.3% | +42,879.2% | -32,763.9% | +5,299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling