+43.1%
SHW vs ABCL
+139.9%
-96.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.4% | -3.5% |
| 7D | +5.7% | -14.9% | +20.6% | +6.6% |
| 30D | +8.7% | -15.4% | +24.0% | +9.4% |
| 3M | -5.4% | +88.0% | -93.4% | -10.0% |
| 6M | +12.2% | +138.8% | -126.6% | +4.0% |
| YTD | +8.5% | +225.4% | -217.0% | -2.4% |
| 1Y | +4.9% | +137.3% | -132.4% | -3.5% |
| All | +43.1% | +139.9% | -96.8% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling