+43.7%
SHW vs ABCL
+210.0%
-166.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +4.2% | +2.3% | +1.9% | +4.1% |
| 30D | +11.3% | -0.7% | +11.9% | +11.1% |
| 3M | -1.8% | +33.4% | -35.2% | -4.0% |
| 6M | +12.7% | +137.8% | -125.1% | +4.7% |
| YTD | +10.4% | +264.3% | -253.9% | -1.3% |
| 1Y | +4.7% | +209.2% | -204.5% | -5.4% |
| All | +43.7% | +210.0% | -166.2% | +24.1% |
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