+98.5%
EWY vs SHW
+11.1%
+87.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +4.2% | +1.9% | +2.3% | +3.6% |
| 30D | -10.7% | +8.1% | -18.7% | -13.0% |
| 3M | -20.1% | -2.8% | -17.3% | -19.5% |
| 6M | -24.3% | +15.0% | -39.3% | -28.4% |
| YTD | +46.9% | +9.0% | +37.9% | +41.9% |
| 1Y | +55.2% | +4.5% | +50.7% | +51.7% |
| 3Y | +157.0% | +41.9% | +115.1% | +128.3% |
| All | +98.5% | +11.1% | +87.4% | +81.8% |
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 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