+356.5%
SHW vs ALK
-37.5%
+393.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.1% | -3.1% | +2.4% |
| 7D | +1.6% | +8.9% | -7.3% | -0.4% |
| 30D | +12.1% | +5.9% | +6.1% | +10.5% |
| 3M | -3.0% | -16.5% | +13.6% | +0.7% |
| 6M | +13.5% | +2.1% | +11.4% | +12.3% |
| YTD | +11.2% | -17.1% | +28.3% | +14.0% |
| 1Y | +6.2% | -2.9% | +9.1% | +4.9% |
| 3Y | +45.6% | +24.5% | +21.2% | +30.7% |
| 5Y | +15.6% | -29.1% | +44.7% | +14.6% |
| 10Y | +356.5% | -39.1% | +395.6% | +318.5% |
| All | +356.5% | -37.5% | +393.9% | +318.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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