+559.8%
SHW vs ALM
+3,525.2%
-2,965.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.1% | -7.2% | +5.0% | -2.1% |
| 30D | +11.1% | -26.4% | +37.5% | +11.2% |
| 3M | -2.2% | -38.6% | +36.4% | -2.1% |
| 6M | +14.3% | -61.0% | +75.3% | +14.5% |
| YTD | +10.6% | -7.4% | +18.0% | +10.5% |
| 1Y | +4.1% | +14.0% | -9.9% | +4.0% |
| 3Y | +42.9% | +844.4% | -801.6% | +42.0% |
| 5Y | +14.2% | +410.8% | -396.6% | +13.6% |
| 10Y | +346.7% | +2,084.7% | -1,738.0% | +343.1% |
| All | +559.8% | +3,525.2% | -2,965.4% | +546.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling