+2,347.2%
SHW vs BTG
+378.0%
+1,969.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.2% |
| 7D | -1.2% | +4.8% | -6.0% | -1.3% |
| 30D | -11.6% | +8.3% | -19.9% | -11.8% |
| 3M | +9.1% | +32.3% | -23.2% | +8.0% |
| 6M | -0.7% | +3.0% | -3.6% | -1.0% |
| YTD | +1.4% | +21.9% | -20.6% | +0.4% |
| 1Y | -12.3% | +28.2% | -40.4% | -13.4% |
| 3Y | +23.4% | +99.9% | -76.5% | +19.7% |
| 5Y | +15.0% | +73.6% | -58.5% | +11.7% |
| 10Y | +278.3% | +136.5% | +141.8% | +263.8% |
| All | +2,347.2% | +378.0% | +1,969.2% | +2,586.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling