+346.7%
SHW vs EAT
+333.9%
+12.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.4% |
| 7D | -2.1% | -8.9% | +6.8% | -0.6% |
| 30D | +11.1% | +3.4% | +7.7% | +10.2% |
| 3M | -2.2% | -9.3% | +7.2% | -1.1% |
| 6M | +14.3% | +43.8% | -29.5% | +6.4% |
| YTD | +10.6% | +39.9% | -29.3% | +2.6% |
| 1Y | +4.1% | +89.7% | -85.6% | -8.6% |
| 3Y | +42.9% | +491.3% | -448.4% | -1.6% |
| 5Y | +14.2% | +365.4% | -351.2% | -21.2% |
| 10Y | +346.7% | +325.9% | +20.8% | +147.3% |
| All | +346.7% | +333.9% | +12.8% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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