+26.4%
SHW vs ALM
+2,118.4%
-2,092.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | -3.2% | -2.6% | -0.6% | -3.2% |
| 30D | -9.5% | +32.0% | -41.5% | -10.3% |
| 3M | +11.5% | -15.0% | +26.5% | +11.6% |
| 6M | -3.5% | -10.1% | +6.6% | -3.9% |
| YTD | +3.7% | +99.4% | -95.7% | +1.5% |
| 1Y | -7.9% | +316.4% | -324.3% | -11.5% |
| All | +26.4% | +2,118.4% | -2,092.0% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling