+57.3%
SHW vs ABCL
-79.5%
+136.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.2% | -1.2% | +3.7% |
| 7D | +1.6% | +12.4% | -10.8% | +0.9% |
| 30D | +12.1% | -0.4% | +12.4% | +11.9% |
| 3M | -3.0% | +80.4% | -83.3% | -7.0% |
| 6M | +13.5% | +138.5% | -125.0% | +6.2% |
| YTD | +11.2% | +265.5% | -254.2% | +0.7% |
| 1Y | +6.2% | +219.7% | -213.5% | -3.1% |
| 3Y | +45.6% | +209.4% | -163.8% | +28.8% |
| 5Y | +15.6% | -15.0% | +30.6% | +5.8% |
| All | +57.3% | -79.5% | +136.8% | +42.6% |
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