+42.7%
SHW vs EAT
+477.9%
-435.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.2% |
| 7D | +4.2% | -5.9% | +10.2% | +5.1% |
| 30D | +11.3% | +0.7% | +10.6% | +11.0% |
| 3M | -1.8% | -14.2% | +12.4% | -0.3% |
| 6M | +12.7% | +40.7% | -28.0% | +7.1% |
| YTD | +10.4% | +36.0% | -25.5% | +5.0% |
| 1Y | +4.7% | +83.1% | -78.3% | -4.0% |
| 3Y | +42.7% | +474.8% | -432.1% | +6.2% |
| All | +42.7% | +477.9% | -435.2% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling