+12.9%
SHW vs JCI
+111.9%
-99.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -3.2% | +4.1% | -7.3% | -4.6% |
| 30D | -11.4% | -3.8% | -7.6% | -10.2% |
| 3M | +3.5% | -1.6% | +5.1% | +3.5% |
| 6M | -3.4% | +9.5% | -12.9% | -7.6% |
| YTD | -0.3% | +21.7% | -22.1% | -9.0% |
| 1Y | -10.4% | +37.1% | -47.6% | -22.5% |
| 3Y | +21.3% | +165.2% | -143.9% | -24.2% |
| 5Y | +12.9% | +110.3% | -97.4% | -22.7% |
| All | +12.9% | +111.9% | -99.0% | -22.7% |
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