-2.8%
SHW vs BIYA
-99.8%
+97.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.7% |
| 7D | -3.2% | +2.7% | -5.9% | -3.2% |
| 30D | -11.4% | -16.7% | +5.3% | -11.4% |
| 3M | +3.5% | -74.6% | +78.1% | +3.3% |
| 6M | -3.4% | -85.4% | +82.0% | -2.6% |
| YTD | -0.3% | -94.2% | +93.8% | +1.2% |
| 1Y | -10.4% | -98.6% | +88.1% | -7.9% |
| All | -2.8% | -99.8% | +97.0% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling