+179.4%
ETN vs SHW
+9.4%
+169.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | +3.0% | -4.5% | +7.5% | +5.0% |
| 30D | -10.9% | -12.7% | +1.8% | -5.6% |
| 3M | +9.2% | +4.7% | +4.5% | +6.0% |
| 6M | +13.9% | -3.4% | +17.3% | +14.5% |
| YTD | +29.5% | -1.3% | +30.9% | +28.8% |
| 1Y | +14.2% | -10.4% | +24.6% | +18.2% |
| 3Y | +79.9% | +20.1% | +59.8% | +60.5% |
| All | +179.4% | +9.4% | +169.9% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling