+257.6%
ALAB vs SHW
+6.1%
+251.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +16.3% | +1.9% | +14.4% | +16.1% |
| 30D | -26.1% | +8.1% | -34.2% | -26.7% |
| 3M | -31.3% | -2.8% | -28.5% | -30.6% |
| 6M | -1.0% | +15.0% | -16.0% | -3.8% |
| YTD | +33.3% | +9.0% | +24.3% | +28.7% |
| 1Y | +53.5% | +4.5% | +49.1% | +50.5% |
| All | +257.6% | +6.1% | +251.5% | +238.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling