+15.7%
BABA vs SHW
+352.3%
-336.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +2.4% | +4.2% | -1.9% | +0.8% |
| 30D | -7.8% | +11.3% | -19.0% | -11.2% |
| 3M | -22.4% | -1.8% | -20.6% | -22.2% |
| 6M | -26.0% | +12.7% | -38.7% | -29.7% |
| YTD | -29.3% | +10.4% | -39.7% | -32.4% |
| 1Y | -37.5% | +4.7% | -42.2% | -39.3% |
| 3Y | +31.9% | +42.7% | -10.8% | +12.8% |
| 5Y | -33.4% | +14.5% | -48.0% | -40.0% |
| 10Y | +15.7% | +340.7% | -325.0% | -37.7% |
| All | +15.7% | +352.3% | -336.6% | -37.7% |
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