+40.1%
ALAB vs SHW
-12.7%
+52.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +3.8% |
| 7D | +9.6% | -3.2% | +12.8% | +9.1% |
| 30D | -5.3% | -11.4% | +6.1% | -7.1% |
| 3M | -12.0% | +3.5% | -15.5% | -11.2% |
| 6M | +145.7% | -3.4% | +149.1% | +138.3% |
| YTD | +80.7% | -0.3% | +81.0% | +74.3% |
| 1Y | +40.1% | -10.4% | +50.6% | +27.3% |
| All | +40.1% | -12.7% | +52.9% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling