+21.7%
SHW vs BTDR
+23.8%
-2.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | +0.3% |
| 7D | -3.2% | +20.0% | -23.2% | -3.7% |
| 30D | -9.5% | +11.9% | -21.5% | -9.9% |
| 3M | +11.5% | -36.9% | +48.4% | +12.4% |
| 6M | -3.5% | +56.5% | -60.1% | -5.4% |
| YTD | +3.7% | +10.4% | -6.7% | +2.4% |
| 1Y | -7.9% | +3.1% | -11.0% | -9.6% |
| 3Y | +24.7% | -2.6% | +27.3% | +15.9% |
| 5Y | +13.6% | +25.2% | -11.6% | +5.0% |
| All | +21.7% | +23.8% | -2.1% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling