+516.2%
SHW vs ALLY
+101.5%
+414.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -3.6% |
| 7D | +5.7% | -1.1% | +6.9% | +6.1% |
| 30D | +8.7% | +4.2% | +4.5% | +7.5% |
| 3M | -5.4% | -12.4% | +7.0% | -1.8% |
| 6M | +12.2% | -8.7% | +20.9% | +15.2% |
| YTD | +8.5% | -11.6% | +20.1% | +12.0% |
| 1Y | +4.9% | +0.2% | +4.8% | +4.5% |
| 3Y | +42.8% | +57.1% | -14.2% | +21.8% |
| 5Y | +14.5% | -6.8% | +21.3% | +8.8% |
| 10Y | +373.0% | +200.4% | +172.6% | +190.8% |
| All | +516.2% | +101.5% | +414.7% | +302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling