+356.5%
SHW vs BUD
-8.7%
+365.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.6% |
| 7D | +1.6% | +1.3% | +0.2% | +1.2% |
| 30D | +12.1% | +10.0% | +2.0% | +8.8% |
| 3M | -3.0% | +1.6% | -4.6% | -3.5% |
| 6M | +13.5% | +6.5% | +7.0% | +11.2% |
| YTD | +11.2% | +34.8% | -23.6% | +1.4% |
| 1Y | +6.2% | +36.5% | -30.2% | -3.5% |
| 3Y | +45.6% | +49.0% | -3.3% | +27.1% |
| 5Y | +15.6% | +51.7% | -36.1% | -1.1% |
| 10Y | +356.5% | -7.5% | +364.0% | +309.7% |
| All | +356.5% | -8.7% | +365.2% | +309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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