-1.7%
SHW vs ADVB
-97.6%
+95.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.5% | +5.5% | -4.1% |
| 7D | +5.7% | -28.0% | +33.8% | +5.4% |
| 30D | +8.7% | -70.2% | +78.9% | +7.8% |
| 3M | -5.4% | -76.1% | +70.7% | -6.2% |
| 6M | +12.2% | -72.3% | +84.5% | +10.6% |
| YTD | +8.5% | -67.5% | +75.9% | +6.3% |
| 1Y | +4.9% | -78.6% | +83.5% | +3.9% |
| All | -1.7% | -97.6% | +95.9% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling