-1.3%
SHW vs ADVB
-96.8%
+95.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -23.6% | +23.4% | -0.4% |
| 7D | +1.9% | +27.8% | -25.9% | +2.3% |
| 30D | +8.1% | -50.8% | +58.8% | +7.8% |
| 3M | -2.8% | -70.5% | +67.7% | -3.3% |
| 6M | +15.0% | -46.7% | +61.8% | +13.2% |
| YTD | +9.0% | -56.7% | +65.7% | +7.2% |
| 1Y | +4.5% | -71.8% | +76.2% | +3.9% |
| All | -1.3% | -96.8% | +95.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling