+520.4%
SHW vs ALLY
+97.2%
+423.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.7% | -2.1% | +2.8% | +1.3% |
| 30D | +8.4% | +2.0% | +6.4% | +7.9% |
| 3M | -2.2% | -13.3% | +11.1% | +1.8% |
| 6M | +13.3% | -9.9% | +23.2% | +16.8% |
| YTD | +9.2% | -13.5% | +22.8% | +13.4% |
| 1Y | +2.9% | -2.8% | +5.7% | +3.4% |
| 3Y | +41.1% | +63.4% | -22.3% | +19.0% |
| 5Y | +11.0% | -10.9% | +21.8% | +6.8% |
| 10Y | +341.2% | +174.7% | +166.5% | +177.6% |
| All | +520.4% | +97.2% | +423.2% | +307.8% |
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 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