+356.1%
SHW vs ALLY
+189.4%
+166.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | +3.5% | +0.9% | +2.5% | +3.3% |
| 30D | +9.2% | +3.1% | +6.2% | +8.4% |
| 3M | -5.1% | -12.6% | +7.5% | -1.3% |
| 6M | +6.8% | -12.4% | +19.3% | +11.0% |
| YTD | +7.0% | -13.2% | +20.1% | +11.0% |
| 1Y | +4.1% | +1.8% | +2.3% | +3.2% |
| 3Y | +41.1% | +58.0% | -16.9% | +19.7% |
| 5Y | +12.9% | -8.4% | +21.3% | +7.7% |
| All | +356.1% | +189.4% | +166.8% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling