+22.4%
SHW vs BTI
+109.1%
-86.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -1.2% | -1.4% | +0.2% | -0.8% |
| 30D | -11.6% | -7.0% | -4.6% | -10.0% |
| 3M | +9.1% | -6.3% | +15.4% | +10.8% |
| 6M | -0.7% | -2.0% | +1.3% | -0.1% |
| YTD | +1.4% | +0.2% | +1.2% | +1.4% |
| 1Y | -12.3% | +3.8% | -16.1% | -12.8% |
| All | +22.4% | +109.1% | -86.7% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling