+356.5%
SHW vs ALM
+2,221.4%
-1,865.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.1% | -4.0% | +3.8% |
| 7D | +1.6% | +0.7% | +0.8% | +1.6% |
| 30D | +12.1% | -26.1% | +38.2% | +12.8% |
| 3M | -3.0% | -38.1% | +35.1% | -2.0% |
| 6M | +13.5% | -55.4% | +68.9% | +15.1% |
| YTD | +11.2% | -0.4% | +11.6% | +10.6% |
| 1Y | +6.2% | +25.4% | -19.1% | +4.9% |
| 3Y | +45.6% | +907.8% | -862.1% | +36.0% |
| 5Y | +15.6% | +440.2% | -424.6% | +8.4% |
| 10Y | +356.5% | +2,031.1% | -1,674.7% | +319.8% |
| All | +356.5% | +2,221.4% | -1,865.0% | +319.8% |
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