+20.3%
SHW vs BIDU
-33.9%
+54.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -3.2% | -2.4% | -0.8% | -3.0% |
| 30D | -11.4% | -16.0% | +4.6% | -10.5% |
| 3M | +3.5% | -24.0% | +27.5% | +5.2% |
| 6M | -3.4% | -24.9% | +21.5% | -2.0% |
| YTD | -0.3% | -29.6% | +29.2% | +1.2% |
| 1Y | -10.4% | -15.2% | +4.7% | -10.7% |
| All | +20.3% | -33.9% | +54.2% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 3y: compounded portfolio wealth divided by compounded BIDU 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…
3y analysis · Full analysis span regression · 6 months rolling