+27.1%
SHW vs BURL
+63.9%
-36.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.1% |
| 7D | -3.2% | -2.8% | -0.4% | -2.7% |
| 30D | -9.5% | -28.2% | +18.6% | -3.2% |
| 3M | +11.5% | -17.6% | +29.1% | +15.9% |
| 6M | -3.5% | -11.8% | +8.2% | -1.3% |
| YTD | +3.7% | -8.1% | +11.9% | +5.1% |
| 1Y | -7.9% | -12.0% | +4.1% | -6.3% |
| All | +27.1% | +63.9% | -36.8% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling