+284.1%
SHW vs ECL
+149.7%
+134.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.5% | -0.3% |
| 7D | -3.2% | -2.7% | -0.5% | -1.5% |
| 30D | -11.4% | -4.3% | -7.1% | -8.9% |
| 3M | +3.5% | +3.2% | +0.3% | +1.7% |
| 6M | -3.4% | -2.9% | -0.5% | -1.3% |
| YTD | -0.3% | +4.3% | -4.6% | -2.6% |
| 1Y | -10.4% | +1.6% | -12.1% | -11.4% |
| 3Y | +21.3% | +54.3% | -33.0% | -7.9% |
| 5Y | +12.9% | +26.5% | -13.6% | -5.5% |
| 10Y | +284.1% | +155.6% | +128.5% | +96.7% |
| All | +284.1% | +149.7% | +134.4% | +96.7% |
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