+10.5%
SHW vs BIDU
-45.6%
+56.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -4.5% | -5.2% | +0.8% | -4.1% |
| 30D | -12.7% | -14.5% | +1.8% | -11.7% |
| 3M | +4.7% | -22.9% | +27.6% | +6.7% |
| 6M | -3.4% | -27.8% | +24.4% | -1.4% |
| YTD | -1.3% | -30.7% | +29.3% | +0.9% |
| 1Y | -10.4% | -15.8% | +5.5% | -10.3% |
| 3Y | +20.1% | -33.2% | +53.3% | +21.0% |
| 5Y | +10.5% | -44.8% | +55.3% | +10.1% |
| All | +10.5% | -45.6% | +56.1% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling