+489.1%
SHW vs ALLY
+124.8%
+364.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -3.2% | +3.7% | -6.9% | -4.2% |
| 30D | -9.5% | -2.3% | -7.3% | -9.0% |
| 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% | -10.5% |
| 3Y | +24.7% | +66.5% | -41.8% | +4.4% |
| 5Y | +13.6% | +1.2% | +12.4% | +5.1% |
| 10Y | +283.0% | +191.4% | +91.5% | +135.8% |
| All | +489.1% | +124.8% | +364.3% | +273.0% |
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