+278.3%
SHW vs ALM
+3,219.4%
-2,941.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.8% | -11.1% | -2.5% |
| 7D | -1.2% | +8.4% | -9.6% | -1.4% |
| 30D | -11.6% | +34.8% | -46.4% | -12.2% |
| 3M | +9.1% | +16.2% | -7.1% | +8.5% |
| 6M | -0.7% | +2.1% | -2.8% | -1.2% |
| YTD | +1.4% | +117.0% | -115.7% | -0.7% |
| 1Y | -12.3% | +313.9% | -326.1% | -15.3% |
| 3Y | +23.4% | +2,327.9% | -2,304.6% | +14.1% |
| 5Y | +15.0% | +1,040.6% | -1,025.6% | +7.2% |
| 10Y | +278.3% | +3,219.4% | -2,941.2% | +263.5% |
| All | +278.3% | +3,219.4% | -2,941.2% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling