+10.2%
SHW vs BTDR
-44.0%
+54.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.6% | +8.4% | 0.0% |
| 7D | +1.9% | -6.9% | +8.8% | +2.1% |
| 30D | +8.1% | -31.5% | +39.6% | +8.9% |
| 3M | -2.8% | -36.1% | +33.3% | -2.0% |
| 6M | +15.0% | -57.6% | +72.7% | +16.6% |
| YTD | +9.0% | -50.0% | +59.0% | +9.5% |
| 1Y | +4.5% | -49.6% | +54.1% | +4.9% |
| 3Y | +41.9% | +48.5% | -6.7% | +35.0% |
| All | +10.2% | -44.0% | +54.2% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling