+212.8%
EWY vs SHW
+19.9%
+192.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.8% |
| 7D | +1.2% | -4.5% | +5.7% | +2.9% |
| 30D | +9.3% | -12.7% | +22.0% | +14.8% |
| 3M | +2.4% | +4.7% | -2.3% | -0.3% |
| 6M | +40.3% | -3.4% | +43.7% | +41.0% |
| YTD | +88.0% | -1.3% | +89.3% | +87.6% |
| 1Y | +143.8% | -10.4% | +154.2% | +151.2% |
| All | +212.8% | +19.9% | +192.9% | +182.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling