+284.7%
SHW vs BURL
+215.5%
+69.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.2% |
| 7D | -3.2% | -2.8% | -0.4% | -2.6% |
| 30D | -9.5% | -28.2% | +18.6% | -2.2% |
| 3M | +11.5% | -17.6% | +29.1% | +16.5% |
| 6M | -3.5% | -11.8% | +8.2% | -1.2% |
| YTD | +3.7% | -8.1% | +11.9% | +5.0% |
| 1Y | -7.9% | -12.0% | +4.1% | -6.5% |
| 3Y | +24.7% | +63.3% | -38.6% | +5.3% |
| 5Y | +13.6% | -10.8% | +24.4% | +6.6% |
| All | +284.7% | +215.5% | +69.2% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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