+20,418.4%
SHW vs ALK
+839.9%
+19,578.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -3.2% | -0.7% | -2.6% | -3.1% |
| 30D | -9.5% | -19.2% | +9.7% | -5.5% |
| 3M | +11.5% | -1.5% | +13.0% | +11.5% |
| 6M | -3.5% | -13.1% | +9.5% | -1.6% |
| YTD | +3.7% | -16.4% | +20.1% | +6.2% |
| 1Y | -7.9% | -33.1% | +25.2% | -1.8% |
| 3Y | +24.7% | +0.6% | +24.1% | +18.4% |
| 5Y | +13.6% | -26.4% | +40.0% | +12.7% |
| 10Y | +283.0% | -34.2% | +317.1% | +257.8% |
| All | +20,418.4% | +839.9% | +19,578.5% | +8,735.8% |
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