+154.1%
SHW vs ALC
+26.4%
+127.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.9% |
| 7D | +0.7% | -6.2% | +6.8% | +3.5% |
| 30D | +8.4% | +14.0% | -5.6% | +2.7% |
| 3M | -2.2% | -2.4% | +0.2% | -1.2% |
| 6M | +13.3% | +12.6% | +0.7% | +7.8% |
| YTD | +9.2% | -8.4% | +17.6% | +12.3% |
| 1Y | +2.9% | -9.1% | +12.0% | +6.1% |
| 3Y | +41.1% | -0.3% | +41.4% | +36.4% |
| 5Y | +11.0% | -9.9% | +20.9% | +9.9% |
| All | +154.1% | +26.4% | +127.7% | +93.0% |
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