+17.1%
BABA vs SHW
+358.9%
-341.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | +11.6% | +3.5% | +8.2% | +10.3% |
| 30D | +2.3% | +9.2% | -6.9% | -0.8% |
| 3M | -13.7% | -5.1% | -8.6% | -12.5% |
| 6M | -21.9% | +6.8% | -28.8% | -24.4% |
| YTD | -24.6% | +7.0% | -31.6% | -27.2% |
| 1Y | -34.1% | +4.1% | -38.2% | -35.8% |
| 3Y | +36.3% | +41.1% | -4.8% | +17.1% |
| 5Y | -26.7% | +12.9% | -39.6% | -33.6% |
| All | +17.1% | +358.9% | -341.8% | -32.0% |
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