+39.3%
EWY vs SHW
+3.0%
+36.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.0% | -9.5% | -12.3% |
| 7D | -18.6% | +5.7% | -24.4% | -19.7% |
| 30D | -29.4% | +8.7% | -38.0% | -31.2% |
| 3M | -22.2% | -5.4% | -16.8% | -20.0% |
| 6M | -24.1% | +12.2% | -36.4% | -28.4% |
| YTD | +35.4% | +8.5% | +26.9% | +31.6% |
| 1Y | +39.3% | +4.9% | +34.4% | +35.9% |
| All | +39.3% | +3.0% | +36.4% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling