+15.3%
SHW vs ALLY
+1.6%
+13.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -3.2% | +3.7% | -6.9% | -4.3% |
| 30D | -9.5% | -2.3% | -7.3% | -8.9% |
| 3M | +11.5% | +3.8% | +7.6% | +10.3% |
| 6M | -3.5% | +9.7% | -13.3% | -6.1% |
| YTD | +3.7% | -1.4% | +5.1% | +3.8% |
| 1Y | -7.9% | +8.2% | -16.1% | -10.6% |
| 3Y | +24.7% | +66.5% | -41.8% | +3.6% |
| All | +15.3% | +1.6% | +13.7% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling