+6.3%
SHW vs BIYA
-99.9%
+106.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.9% | +9.0% | -7.1% | +1.9% |
| 30D | +8.1% | -12.9% | +21.0% | +8.1% |
| 3M | -2.8% | -54.7% | +51.9% | -2.7% |
| 6M | +15.0% | -85.1% | +100.1% | +15.3% |
| YTD | +9.0% | -96.9% | +105.9% | +10.8% |
| 1Y | +4.5% | -98.5% | +103.0% | +6.8% |
| All | +6.3% | -99.9% | +106.2% | +10.6% |
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