+20.3%
SHW vs BTDR
+7.6%
+12.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.6% |
| 7D | -3.2% | +14.8% | -18.0% | -3.7% |
| 30D | -11.4% | +41.8% | -53.2% | -12.6% |
| 3M | +3.5% | -29.2% | +32.7% | +4.2% |
| 6M | -3.4% | +66.2% | -69.5% | -5.9% |
| YTD | -0.3% | +10.0% | -10.3% | -2.0% |
| 1Y | -10.4% | -11.0% | +0.5% | -12.1% |
| All | +20.3% | +7.6% | +12.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling