+46.7%
SHW vs ABCL
-81.3%
+128.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | -9.5% | +93.1% | -102.6% | -13.4% |
| 3M | +11.5% | +79.4% | -68.0% | +6.8% |
| 6M | -3.5% | +214.9% | -218.4% | -11.2% |
| YTD | +3.7% | +234.2% | -230.5% | -5.3% |
| 1Y | -7.9% | +174.8% | -182.7% | -15.4% |
| 3Y | +24.7% | +104.5% | -79.8% | +13.0% |
| 5Y | +13.6% | -39.0% | +52.6% | +4.5% |
| All | +46.7% | -81.3% | +128.0% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling