+2,155.9%
SHW vs BUD
+201.1%
+1,954.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -9.5% | -5.7% | -3.9% | -7.8% |
| 3M | +11.5% | +3.1% | +8.3% | +10.3% |
| 6M | -3.5% | +7.9% | -11.4% | -6.1% |
| YTD | +3.7% | +27.3% | -23.6% | -4.3% |
| 1Y | -7.9% | +37.8% | -45.7% | -17.3% |
| 3Y | +24.7% | +49.8% | -25.1% | +7.4% |
| 5Y | +13.6% | +43.8% | -30.3% | -2.5% |
| 10Y | +283.0% | -22.6% | +305.6% | +281.1% |
| All | +2,155.9% | +201.1% | +1,954.8% | +1,269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling