+12.2%
SHW vs BURL
-17.2%
+29.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +3.5% | +4.1% | -0.6% | +2.6% |
| 30D | +9.2% | -9.5% | +18.7% | +11.7% |
| 3M | -5.1% | -33.5% | +28.4% | +3.6% |
| 6M | +6.8% | -22.1% | +28.9% | +12.3% |
| YTD | +7.0% | -14.6% | +21.5% | +9.9% |
| 1Y | +4.1% | -8.4% | +12.5% | +4.8% |
| 3Y | +41.1% | +86.6% | -45.5% | +17.6% |
| All | +12.2% | -17.2% | +29.4% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling