+365.7%
ALAB vs SHW
-1.3%
+367.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.7% | -6.5% |
| 7D | +3.2% | -1.2% | +4.4% | +3.5% |
| 30D | -13.6% | -11.6% | -2.0% | -11.7% |
| 3M | -16.6% | +9.1% | -25.7% | -18.6% |
| 6M | +142.3% | -0.7% | +143.0% | +140.7% |
| YTD | +73.6% | +1.4% | +72.3% | +68.9% |
| 1Y | +33.7% | -12.3% | +45.9% | +37.7% |
| All | +365.7% | -1.3% | +367.0% | +344.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling