-39.8%
BABA vs SHW
+11.1%
-50.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -13.8% | +1.9% | -15.7% | -14.3% |
| 30D | -15.1% | +8.1% | -23.2% | -17.1% |
| 3M | -22.7% | -2.8% | -20.0% | -22.4% |
| 6M | -34.7% | +15.0% | -49.7% | -38.0% |
| YTD | -35.0% | +9.0% | -44.0% | -37.3% |
| 1Y | -40.4% | +4.5% | -44.9% | -41.8% |
| 3Y | +21.9% | +41.9% | -19.9% | +5.8% |
| All | -39.8% | +11.1% | -50.9% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling