+32.7%
BABA vs SHW
+43.2%
-10.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +2.4% | +4.2% | -1.9% | +1.3% |
| 30D | -7.8% | +11.3% | -19.0% | -10.0% |
| 3M | -22.4% | -1.8% | -20.6% | -22.2% |
| 6M | -26.0% | +12.7% | -38.7% | -28.5% |
| YTD | -29.3% | +10.4% | -39.7% | -31.4% |
| 1Y | -37.5% | +4.7% | -42.2% | -38.7% |
| All | +32.7% | +43.2% | -10.5% | +27.4% |
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