+518.9%
SHW vs ALM
+7,705.7%
-7,186.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | -3.2% | -2.6% | -0.6% | -3.2% |
| 30D | -9.5% | +32.0% | -41.5% | -9.6% |
| 3M | +11.5% | -15.0% | +26.5% | +11.5% |
| 6M | -3.5% | -10.1% | +6.6% | -3.6% |
| YTD | +3.7% | +99.4% | -95.7% | +3.5% |
| 1Y | -7.9% | +316.4% | -324.3% | -8.2% |
| 3Y | +24.7% | +2,022.0% | -1,997.3% | +23.8% |
| 5Y | +13.6% | +941.2% | -927.6% | +12.8% |
| 10Y | +283.0% | +2,950.3% | -2,667.4% | +279.3% |
| All | +518.9% | +7,705.7% | -7,186.8% | +505.0% |
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