+567.8%
SHW vs BURL
+1,021.0%
-453.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.7% | -1.1% | +4.9% |
| 7D | +13.3% | +10.4% | +2.9% | +10.8% |
| 30D | +14.1% | -4.9% | +19.1% | +15.4% |
| 3M | +0.8% | -29.8% | +30.5% | +8.8% |
| 6M | +17.6% | -16.5% | +34.1% | +21.8% |
| YTD | +13.0% | -10.5% | +23.5% | +14.8% |
| 1Y | +7.0% | -5.3% | +12.3% | +6.8% |
| 3Y | +48.8% | +95.1% | -46.3% | +22.1% |
| 5Y | +19.4% | -12.1% | +31.5% | +12.6% |
| 10Y | +392.6% | +273.2% | +119.5% | +235.3% |
| All | +567.8% | +1,021.0% | -453.1% | +294.2% |
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