-6.0%
SHW vs ADVB
-88.3%
+82.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -3.2% | -3.8% | +0.5% | -3.2% |
| 30D | -9.5% | +17.6% | -27.1% | -9.4% |
| 3M | +11.5% | +119.1% | -107.7% | +10.3% |
| 6M | -3.5% | +103.4% | -106.9% | -5.0% |
| YTD | +3.7% | +59.8% | -56.1% | +2.7% |
| 1Y | -7.9% | +8.5% | -16.4% | -8.3% |
| All | -6.0% | -88.3% | +82.3% | +7.7% |
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