+507.7%
SHW vs ALLE
+260.9%
+246.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -9.5% | -6.8% | -2.7% | -6.2% |
| 3M | +11.5% | +21.0% | -9.6% | +0.7% |
| 6M | -3.5% | +1.1% | -4.6% | -4.5% |
| YTD | +3.7% | -0.5% | +4.3% | +3.1% |
| 1Y | -7.9% | -7.3% | -0.6% | -5.3% |
| 3Y | +24.7% | +42.3% | -17.6% | +1.7% |
| 5Y | +13.6% | +13.5% | +0.1% | +1.4% |
| 10Y | +283.0% | +144.0% | +138.9% | +131.6% |
| All | +507.7% | +260.9% | +246.8% | +215.5% |
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