+158.8%
SHW vs ALC
+32.2%
+126.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.8% | +3.9% |
| 7D | +1.6% | +2.1% | -0.5% | +0.8% |
| 30D | +12.1% | +17.2% | -5.1% | +4.9% |
| 3M | -3.0% | +4.6% | -7.6% | -4.9% |
| 6M | +13.5% | +20.1% | -6.6% | +5.1% |
| YTD | +11.2% | -4.2% | +15.4% | +12.2% |
| 1Y | +6.2% | +2.1% | +4.1% | +4.1% |
| 3Y | +45.6% | +4.5% | +41.2% | +38.0% |
| 5Y | +15.6% | -12.3% | +27.9% | +16.0% |
| All | +158.8% | +32.2% | +126.6% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling