+356.5%
SHW vs ALLE
+233.6%
+122.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.3% | +2.6% |
| 7D | +1.6% | -0.6% | +2.2% | +2.0% |
| 30D | +12.1% | +26.6% | -14.5% | -1.1% |
| 3M | -3.0% | +13.2% | -16.1% | -9.2% |
| 6M | +13.5% | +42.9% | -29.3% | -6.4% |
| YTD | +11.2% | +21.0% | -9.8% | -0.5% |
| 1Y | +6.2% | +15.2% | -8.9% | -2.5% |
| 3Y | +45.6% | +95.6% | -50.0% | -0.4% |
| 5Y | +15.6% | +53.4% | -37.8% | -12.1% |
| 10Y | +356.5% | +221.5% | +135.0% | +153.0% |
| All | +356.5% | +233.6% | +122.8% | +153.0% |
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