+513.1%
SHW vs BURL
+1,051.1%
-538.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 3M | +11.5% | -17.6% | +29.1% | +16.2% |
| 6M | -3.5% | -11.8% | +8.2% | -1.4% |
| YTD | +3.7% | -8.1% | +11.9% | +4.9% |
| 1Y | -7.9% | -12.0% | +4.1% | -6.6% |
| 3Y | +24.7% | +63.3% | -38.6% | +6.7% |
| 5Y | +13.6% | -10.8% | +24.4% | +6.7% |
| 10Y | +283.0% | +215.9% | +67.0% | +167.6% |
| All | +513.1% | +1,051.1% | -538.0% | +260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling