+356.1%
SHW vs ALK
-41.7%
+397.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +3.5% | +9.0% | -5.6% | +1.5% |
| 30D | +9.2% | -1.6% | +10.9% | +9.6% |
| 3M | -5.1% | -23.2% | +18.1% | +0.4% |
| 6M | +6.8% | -3.9% | +10.7% | +7.2% |
| YTD | +7.0% | -22.6% | +29.5% | +11.3% |
| 1Y | +4.1% | -5.3% | +9.4% | +3.5% |
| 3Y | +41.1% | +18.6% | +22.5% | +28.0% |
| 5Y | +12.9% | -34.4% | +47.3% | +13.9% |
| All | +356.1% | -41.7% | +397.8% | +329.0% |
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