+346.7%
SHW vs ALLE
+212.2%
+134.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -2.1% | -0.8% | -1.3% | -1.6% |
| 30D | +11.1% | +27.4% | -16.3% | -2.3% |
| 3M | -2.2% | +13.8% | -16.0% | -8.7% |
| 6M | +14.3% | +45.5% | -31.2% | -6.6% |
| YTD | +10.6% | +21.4% | -10.8% | -1.2% |
| 1Y | +4.1% | +15.4% | -11.3% | -4.6% |
| 3Y | +42.9% | +91.7% | -48.8% | -1.2% |
| 5Y | +14.2% | +54.5% | -40.3% | -13.5% |
| 10Y | +346.7% | +210.5% | +136.2% | +158.8% |
| All | +346.7% | +212.2% | +134.6% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling