+337.7%
SHW vs BTI
+131.8%
+205.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +1.9% | +1.6% | +0.3% | +1.4% |
| 30D | +8.1% | +9.2% | -1.2% | +5.3% |
| 3M | -2.8% | +9.6% | -12.4% | -5.5% |
| 6M | +15.0% | -2.4% | +17.5% | +15.6% |
| YTD | +9.0% | +14.2% | -5.2% | +4.3% |
| 1Y | +4.5% | +20.3% | -15.8% | -1.6% |
| 3Y | +41.9% | +147.4% | -105.6% | +6.1% |
| 5Y | +10.7% | +155.4% | -144.7% | -18.8% |
| All | +337.7% | +131.8% | +205.8% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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