+34.5%
BABA vs SHW
+43.1%
-8.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +3.5% |
| 7D | +8.6% | +5.7% | +2.8% | +7.2% |
| 30D | -1.1% | +8.7% | -9.8% | -3.0% |
| 3M | -15.9% | -5.4% | -10.5% | -15.1% |
| 6M | -17.5% | +12.2% | -29.8% | -20.4% |
| YTD | -25.6% | +8.5% | -34.1% | -27.5% |
| 1Y | -33.8% | +4.9% | -38.8% | -35.1% |
| All | +34.5% | +43.1% | -8.6% | +27.0% |
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 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