+280.4%
SHW vs BTG
+159.3%
+121.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.8% |
| 7D | -3.1% | -3.8% | +0.6% | -2.9% |
| 30D | -10.0% | +3.6% | -13.7% | -10.3% |
| 3M | +2.3% | +32.0% | -29.8% | +0.1% |
| 6M | +0.7% | +3.4% | -2.7% | -0.2% |
| YTD | +0.5% | +20.8% | -20.3% | -1.5% |
| 1Y | -11.5% | +22.4% | -33.9% | -13.6% |
| 3Y | +21.3% | +91.7% | -70.4% | +13.9% |
| 5Y | +12.5% | +79.0% | -66.5% | +5.1% |
| All | +280.4% | +159.3% | +121.1% | +252.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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