+13.8%
SHW vs ABCL
-26.7%
+40.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.4% | -3.3% |
| 7D | +5.7% | -14.9% | +20.6% | +6.9% |
| 30D | +8.7% | -15.4% | +24.0% | +9.7% |
| 3M | -5.4% | +88.0% | -93.4% | -11.4% |
| 6M | +12.2% | +138.8% | -126.6% | +1.9% |
| YTD | +8.5% | +225.4% | -217.0% | -5.1% |
| 1Y | +4.9% | +137.3% | -132.4% | -5.7% |
| 3Y | +42.8% | +136.8% | -94.0% | +22.4% |
| All | +13.8% | -26.7% | +40.6% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling