+21,748.4%
SHW vs ALK
+828.7%
+20,919.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +4.2% | +12.9% | -8.7% | +1.7% |
| 30D | +11.3% | +5.5% | +5.7% | +10.0% |
| 3M | -1.8% | -12.1% | +10.3% | +0.6% |
| 6M | +12.7% | +1.7% | +11.0% | +11.7% |
| YTD | +10.4% | -17.4% | +27.9% | +13.3% |
| 1Y | +4.7% | -1.9% | +6.7% | +3.5% |
| 3Y | +42.7% | +21.2% | +21.4% | +30.3% |
| 5Y | +14.5% | -27.8% | +42.4% | +14.3% |
| 10Y | +340.7% | -41.0% | +381.8% | +320.5% |
| All | +21,748.4% | +828.7% | +20,919.7% | +9,319.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling