+280.4%
SHW vs BRKR
+155.3%
+125.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | -3.1% | -8.7% | +5.6% | -0.8% |
| 30D | -10.0% | -9.9% | -0.2% | -7.7% |
| 3M | +2.3% | -3.1% | +5.3% | +1.2% |
| 6M | +0.7% | +45.5% | -44.8% | -12.5% |
| YTD | +0.5% | +13.7% | -13.2% | -6.9% |
| 1Y | -11.5% | +67.4% | -78.9% | -27.7% |
| 3Y | +21.3% | -13.2% | +34.5% | +14.5% |
| 5Y | +12.5% | -39.5% | +52.0% | +17.6% |
| All | +280.4% | +155.3% | +125.1% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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