+13.3%
SHW vs ALLY
-9.8%
+23.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.7% |
| 7D | +0.7% | -2.1% | +2.8% | +2.2% |
| 30D | +8.4% | +2.0% | +6.4% | +7.2% |
| 3M | -2.2% | -13.3% | +11.1% | +6.8% |
| 6M | +13.3% | -9.9% | +23.2% | +19.8% |
| All | +13.3% | -9.8% | +23.1% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling