+10,885.9%
SHW vs JBL
+34,886.9%
-24,001.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.1% |
| 7D | +1.9% | +6.3% | -4.4% | +1.1% |
| 30D | +8.1% | -13.5% | +21.6% | +9.8% |
| 3M | -2.8% | -31.3% | +28.6% | +1.4% |
| 6M | +15.0% | -28.4% | +43.5% | +18.9% |
| YTD | +9.0% | +11.6% | -2.6% | +6.1% |
| 1Y | +4.5% | +26.1% | -21.6% | 0.0% |
| 3Y | +41.9% | +97.4% | -55.5% | +26.0% |
| 5Y | +10.7% | +301.0% | -290.3% | -10.6% |
| 10Y | +340.4% | +1,151.1% | -810.7% | +206.6% |
| All | +10,885.9% | +34,886.9% | -24,001.1% | +5,835.3% |
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 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