+249.6%
ALAB vs SHW
+8.3%
+241.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.0% | +9.7% | +13.2% |
| 7D | -5.6% | +1.6% | -7.2% | -5.5% |
| 30D | -36.6% | +12.1% | -48.7% | -37.5% |
| 3M | -35.1% | -3.0% | -32.1% | -34.4% |
| 6M | +8.5% | +13.5% | -5.0% | +6.1% |
| YTD | +30.4% | +11.2% | +19.1% | +25.4% |
| 1Y | +31.0% | +6.2% | +24.8% | +28.4% |
| All | +249.6% | +8.3% | +241.3% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling