+14.2%
SHW vs JCI
+108.1%
-93.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.7% |
| 7D | -2.1% | +2.9% | -5.0% | -3.1% |
| 30D | +11.1% | -6.9% | +18.1% | +12.9% |
| 3M | -2.2% | -6.3% | +4.1% | -1.0% |
| 6M | +14.3% | +2.6% | +11.8% | +11.0% |
| YTD | +10.6% | +21.8% | -11.2% | -0.2% |
| 1Y | +4.1% | +19.6% | -15.5% | -5.5% |
| 3Y | +42.9% | +194.9% | -152.1% | -16.6% |
| 5Y | +14.2% | +108.1% | -94.0% | -22.2% |
| All | +14.2% | +108.1% | -93.9% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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