+280.4%
SHW vs ALNY
+260.0%
+20.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.8% |
| 7D | -3.1% | -6.5% | +3.4% | -2.5% |
| 30D | -10.0% | +11.0% | -21.1% | -10.9% |
| 3M | +2.3% | -14.1% | +16.3% | +3.0% |
| 6M | +0.7% | -22.4% | +23.1% | +2.2% |
| YTD | +0.5% | -37.5% | +38.0% | +3.8% |
| 1Y | -11.5% | -46.9% | +35.5% | -7.4% |
| 3Y | +21.3% | +22.1% | -0.7% | +16.0% |
| 5Y | +12.5% | +31.2% | -18.7% | +5.2% |
| All | +280.4% | +260.0% | +20.4% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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