+148.8%
SHW vs ALC
+31.8%
+117.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.5% |
| 7D | +3.5% | +4.9% | -1.4% | +1.5% |
| 30D | +9.2% | +19.0% | -9.7% | +1.6% |
| 3M | -5.1% | +7.8% | -12.9% | -8.1% |
| 6M | +6.8% | +14.6% | -7.7% | +0.8% |
| YTD | +7.0% | -4.4% | +11.4% | +8.0% |
| 1Y | +4.1% | +1.4% | +2.7% | +2.3% |
| 3Y | +41.1% | +2.5% | +38.6% | +34.8% |
| 5Y | +12.9% | -10.9% | +23.8% | +12.4% |
| All | +148.8% | +31.8% | +117.0% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling