+43.3%
SHW vs ABCL
-81.2%
+124.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -1.2% | +1.4% | -2.6% | -1.3% |
| 30D | -11.6% | +65.1% | -76.7% | -14.6% |
| 3M | +9.1% | +111.1% | -102.0% | +3.5% |
| 6M | -0.7% | +231.6% | -232.3% | -8.9% |
| YTD | +1.4% | +234.5% | -233.1% | -7.4% |
| 1Y | -12.3% | +174.3% | -186.6% | -19.4% |
| 3Y | +23.4% | +111.5% | -88.1% | +11.6% |
| 5Y | +15.0% | -37.3% | +52.3% | +5.8% |
| All | +43.3% | -81.2% | +124.6% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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