+526.6%
SHW vs ALLE
+327.3%
+199.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +3.5% | -0.6% | +4.0% | +3.9% |
| 30D | +9.2% | +25.3% | -16.1% | -2.8% |
| 3M | -5.1% | +10.3% | -15.4% | -9.9% |
| 6M | +6.8% | +38.0% | -31.2% | -9.9% |
| YTD | +7.0% | +17.8% | -10.8% | -2.7% |
| 1Y | +4.1% | +13.6% | -9.5% | -3.6% |
| 3Y | +41.1% | +89.2% | -48.1% | -0.6% |
| 5Y | +12.9% | +51.1% | -38.2% | -12.6% |
| 10Y | +366.3% | +228.1% | +138.2% | +144.6% |
| All | +526.6% | +327.3% | +199.3% | +197.9% |
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