+541.2%
SHW vs BURL
+987.9%
-446.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.0% | -3.3% |
| 7D | +5.7% | +3.5% | +2.3% | +4.9% |
| 30D | +8.7% | -9.3% | +18.0% | +11.1% |
| 3M | -5.4% | -32.1% | +26.7% | +3.0% |
| 6M | +12.2% | -19.8% | +32.1% | +17.3% |
| YTD | +8.5% | -13.2% | +21.7% | +11.0% |
| 1Y | +4.9% | -7.8% | +12.8% | +5.4% |
| 3Y | +42.8% | +89.3% | -46.5% | +18.1% |
| 5Y | +14.5% | -15.8% | +30.3% | +9.0% |
| 10Y | +373.0% | +262.2% | +110.8% | +224.2% |
| All | +541.2% | +987.9% | -446.7% | +281.2% |
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