+278.3%
SHW vs ALB
+78.9%
+199.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.7% |
| 7D | -1.2% | -4.4% | +3.2% | -0.5% |
| 30D | -11.6% | -1.2% | -10.4% | -11.6% |
| 3M | +9.1% | -13.3% | +22.4% | +11.2% |
| 6M | -0.7% | -19.8% | +19.1% | +1.8% |
| YTD | +1.4% | -7.9% | +9.3% | +0.4% |
| 1Y | -12.3% | +60.2% | -72.4% | -23.0% |
| 3Y | +23.4% | -26.4% | +49.8% | +20.2% |
| 5Y | +15.0% | -42.5% | +57.5% | +13.3% |
| 10Y | +278.3% | +83.0% | +195.3% | +137.6% |
| All | +278.3% | +78.9% | +199.3% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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