+356.5%
SHW vs ALB
+38.2%
+318.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.2% | +4.0% |
| 7D | +1.6% | +9.5% | -7.9% | 0.0% |
| 30D | +12.1% | -2.1% | +14.2% | +12.3% |
| 3M | -3.0% | -24.1% | +21.2% | +1.3% |
| 6M | +13.5% | -51.0% | +64.5% | +27.5% |
| YTD | +11.2% | -29.3% | +40.6% | +15.0% |
| 1Y | +6.2% | +3.2% | +3.1% | +1.8% |
| 3Y | +45.6% | -9.3% | +55.0% | +33.4% |
| 5Y | +15.6% | -61.6% | +77.2% | +23.4% |
| 10Y | +356.5% | +40.8% | +315.7% | +211.5% |
| All | +356.5% | +38.2% | +318.2% | +211.5% |
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