+356.1%
SHW vs ALLE
+222.4%
+133.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +3.5% | -0.6% | +4.0% | +3.9% |
| 30D | +9.2% | +25.3% | -16.1% | -3.1% |
| 3M | -5.1% | +10.3% | -15.4% | -10.0% |
| 6M | +6.8% | +38.0% | -31.2% | -10.3% |
| YTD | +7.0% | +17.8% | -10.8% | -3.0% |
| 1Y | +4.1% | +13.6% | -9.5% | -3.8% |
| 3Y | +41.1% | +89.2% | -48.1% | -1.9% |
| 5Y | +12.9% | +51.1% | -38.2% | -13.5% |
| All | +356.1% | +222.4% | +133.7% | +150.9% |
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