+535.5%
SHW vs ALLE
+331.3%
+204.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -2.5% |
| 7D | +5.7% | 0.0% | +5.7% | +5.9% |
| 30D | +8.7% | +20.6% | -11.9% | -1.4% |
| 3M | -5.4% | +11.4% | -16.8% | -10.6% |
| 6M | +12.2% | +42.5% | -30.3% | -6.9% |
| YTD | +8.5% | +18.9% | -10.4% | -1.8% |
| 1Y | +4.9% | +14.2% | -9.2% | -3.0% |
| 3Y | +42.8% | +90.7% | -47.8% | +0.2% |
| 5Y | +14.5% | +52.5% | -38.0% | -11.7% |
| 10Y | +373.0% | +231.2% | +141.8% | +146.8% |
| All | +535.5% | +331.3% | +204.2% | +200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling