+42.7%
SHW vs ALLE
+92.8%
-50.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.1% |
| 3M | -1.8% | +14.9% | -16.7% | -8.6% |
| 6M | +12.7% | +42.1% | -29.4% | -6.1% |
| YTD | +10.4% | +20.4% | -9.9% | -1.0% |
| 1Y | +4.7% | +14.9% | -10.1% | -3.9% |
| 3Y | +42.7% | +90.1% | -47.4% | +8.0% |
| All | +42.7% | +92.8% | -50.1% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling