+337.7%
SHW vs ECL
+197.5%
+140.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.2% |
| 7D | +1.9% | +2.9% | -0.9% | +0.1% |
| 30D | +8.1% | +7.5% | +0.6% | +3.5% |
| 3M | -2.8% | +12.2% | -15.0% | -9.4% |
| 6M | +15.0% | +24.6% | -9.5% | +0.7% |
| YTD | +9.0% | +18.8% | -9.8% | -1.6% |
| 1Y | +4.5% | +19.3% | -14.9% | -6.0% |
| 3Y | +41.9% | +78.2% | -36.4% | -1.2% |
| 5Y | +10.7% | +38.8% | -28.1% | -12.2% |
| All | +337.7% | +197.5% | +140.1% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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