+7.0%
SHW vs ALLE
+18.6%
-11.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.8% | +4.9% | +5.7% |
| 7D | +13.3% | +6.7% | +6.7% | +9.9% |
| 30D | +14.1% | +25.4% | -11.2% | +1.7% |
| 3M | +0.8% | +16.9% | -16.2% | -6.9% |
| 6M | +17.6% | +46.6% | -28.9% | -3.3% |
| YTD | +13.0% | +22.4% | -9.4% | -4.1% |
| 1Y | +7.0% | +17.7% | -10.7% | -6.8% |
| All | +7.0% | +18.6% | -11.6% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling