+340.7%
SHW vs ALLE
+217.2%
+123.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +4.2% | +0.1% | +4.2% | +4.3% |
| 30D | +11.3% | +25.9% | -14.7% | -1.5% |
| 3M | -1.8% | +14.9% | -16.7% | -8.8% |
| 6M | +12.7% | +42.1% | -29.4% | -6.8% |
| YTD | +10.4% | +20.4% | -9.9% | -0.9% |
| 1Y | +4.7% | +14.9% | -10.1% | -3.8% |
| 3Y | +42.7% | +90.1% | -47.4% | -0.9% |
| 5Y | +14.5% | +53.0% | -38.4% | -12.8% |
| 10Y | +340.7% | +208.8% | +131.9% | +155.3% |
| All | +340.7% | +217.2% | +123.5% | +155.3% |
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