+4.7%
SHW vs ABCL
+198.8%
-194.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +4.2% | +2.3% | +1.9% | +4.2% |
| 30D | +11.3% | -0.7% | +11.9% | +11.2% |
| 3M | -1.8% | +33.4% | -35.2% | -3.2% |
| 6M | +12.7% | +137.8% | -125.1% | +6.2% |
| YTD | +10.4% | +264.3% | -253.9% | 0.0% |
| 1Y | +4.7% | +209.2% | -204.5% | -4.0% |
| All | +4.7% | +198.8% | -194.1% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling