Performance Attribution Time Series Visualization
Part V: Visualization The previous part finalized the database function that produces cumulative Cariño scaled Brinson-Fachler performance attribution time series. It is quite natural to visualize these results using charts, and that is what I am developing in this part. For wider access, and easier interpretation, I am using MS Excel to get the data and draw the charts. As this blog is really about SQL, I am not going to go into detail on how to build such an Excel workbook - this is intended more as a tool to actually look at the results provided by the database. Perhaps a more modern tool for visualization would be MS Power BI (or some other BI tool). The Excel file can be found in my GitHub repository , alongside the SQL scripts used in the preceding parts. Obviously, you need a relatively recent version of MS Excel to use it. Making the Connection The Excel workbook already has the required data queries, but it needs to connect to the correct database. To modify the connection,...