+131.8%
SHW vs ALC
+20.4%
+111.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -3.2% | -5.3% | +2.1% | -1.0% |
| 30D | -11.4% | -7.1% | -4.3% | -8.6% |
| 3M | +3.5% | +0.8% | +2.7% | +3.1% |
| 6M | -3.4% | -16.0% | +12.6% | +3.3% |
| YTD | -0.3% | -12.7% | +12.4% | +4.6% |
| 1Y | -10.4% | -12.8% | +2.4% | -6.2% |
| 3Y | +21.3% | -15.8% | +37.2% | +26.3% |
| 5Y | +12.9% | -16.7% | +29.5% | +15.3% |
| All | +131.8% | +20.4% | +111.5% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling