+11.0%
SHW vs ALLE
+52.7%
-41.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +0.7% | +1.6% | -0.9% | -0.2% |
| 30D | +8.4% | +24.1% | -15.7% | -4.1% |
| 3M | -2.2% | +14.8% | -17.1% | -9.7% |
| 6M | +13.3% | +45.9% | -32.5% | -9.0% |
| YTD | +9.2% | +20.7% | -11.5% | -3.1% |
| 1Y | +2.9% | +14.2% | -11.3% | -5.8% |
| 3Y | +41.1% | +90.7% | -49.6% | -6.6% |
| 5Y | +11.0% | +50.6% | -39.6% | -19.8% |
| All | +11.0% | +52.7% | -41.8% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling