+28.2%
BABA vs SHW
+406.7%
-378.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.1% |
| 7D | -4.8% | -3.2% | -1.5% | -3.7% |
| 30D | -11.9% | -9.5% | -2.4% | -9.0% |
| 3M | -9.3% | +11.5% | -20.7% | -13.2% |
| 6M | -14.2% | -3.5% | -10.7% | -13.9% |
| YTD | -22.0% | +3.7% | -25.8% | -23.7% |
| 1Y | -12.7% | -7.9% | -4.8% | -11.4% |
| 3Y | +26.7% | +24.7% | +2.0% | +13.8% |
| 5Y | -29.3% | +13.6% | -42.9% | -36.1% |
| 10Y | +21.2% | +283.0% | -261.7% | -33.8% |
| All | +28.2% | +406.7% | -378.5% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling