+12.2%
SHW vs ALB
-61.7%
+74.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | +3.5% | +9.1% | -5.6% | +2.3% |
| 30D | +9.2% | -3.4% | +12.6% | +9.6% |
| 3M | -5.1% | -20.6% | +15.5% | -2.5% |
| 6M | +6.8% | -48.2% | +55.0% | +15.9% |
| YTD | +7.0% | -29.2% | +36.2% | +9.6% |
| 1Y | +4.1% | +10.0% | -5.9% | -0.5% |
| 3Y | +41.1% | -12.9% | +54.0% | +31.9% |
| All | +12.2% | -61.7% | +74.0% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling