+706.7%
ETN vs SHW
+288.7%
+418.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.1% | +3.0% |
| 7D | +3.5% | -3.1% | +6.7% | +5.3% |
| 30D | -7.5% | -10.0% | +2.5% | -2.2% |
| 3M | +8.3% | +2.3% | +6.1% | +5.8% |
| 6M | +20.2% | +0.7% | +19.5% | +18.0% |
| YTD | +34.7% | +0.5% | +34.2% | +32.2% |
| 1Y | +19.4% | -11.5% | +30.9% | +25.3% |
| 3Y | +85.5% | +21.3% | +64.2% | +59.4% |
| 5Y | +186.6% | +12.5% | +174.1% | +150.1% |
| All | +706.7% | +288.7% | +418.0% | +251.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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