+2,651.6%
SHW vs BIDU
+1,302.3%
+1,349.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.7% | -1.4% |
| 7D | -1.2% | -2.4% | +1.3% | -0.9% |
| 30D | -11.6% | -15.6% | +4.0% | -9.8% |
| 3M | +9.1% | -22.3% | +31.4% | +12.3% |
| 6M | -0.7% | -22.3% | +21.6% | +1.8% |
| YTD | +1.4% | -29.2% | +30.5% | +4.7% |
| 1Y | -12.3% | -14.8% | +2.5% | -12.1% |
| 3Y | +23.4% | -31.8% | +55.2% | +24.7% |
| 5Y | +15.0% | -43.1% | +58.1% | +14.0% |
| 10Y | +278.3% | -50.6% | +328.9% | +260.8% |
| All | +2,651.6% | +1,302.3% | +1,349.4% | +1,701.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling