+12.9%
SHW vs EAT
+310.8%
-298.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.6% | -1.2% |
| 7D | -3.2% | -6.8% | +3.6% | -2.1% |
| 30D | -11.4% | -5.4% | -6.0% | -10.8% |
| 3M | +3.5% | +42.8% | -39.3% | -2.7% |
| 6M | -3.4% | +56.5% | -59.9% | -10.9% |
| YTD | -0.3% | +50.0% | -50.4% | -7.8% |
| 1Y | -10.4% | +38.3% | -48.7% | -16.3% |
| 3Y | +21.3% | +591.6% | -570.3% | -19.1% |
| 5Y | +12.9% | +312.6% | -299.8% | -25.5% |
| All | +12.9% | +310.8% | -298.0% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling