+135.8%
SHW vs ALC
+21.6%
+114.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.5% |
| 7D | -1.2% | -3.7% | +2.5% | +0.4% |
| 30D | -11.6% | -3.7% | -7.9% | -10.2% |
| 3M | +9.1% | +4.6% | +4.6% | +7.0% |
| 6M | -0.7% | -14.6% | +13.9% | +5.4% |
| YTD | +1.4% | -11.9% | +13.2% | +5.9% |
| 1Y | -12.3% | -13.1% | +0.9% | -8.0% |
| 3Y | +23.4% | -15.0% | +38.4% | +27.9% |
| 5Y | +15.0% | -16.2% | +31.2% | +17.3% |
| All | +135.8% | +21.6% | +114.2% | +82.0% |
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