+20,418.4%
SHW vs ECL
+13,009.7%
+7,408.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.2% | -2.6% | -0.6% | -2.0% |
| 30D | -9.5% | -2.2% | -7.4% | -8.5% |
| 3M | +11.5% | +10.1% | +1.4% | +6.6% |
| 6M | -3.5% | -5.7% | +2.2% | -0.4% |
| YTD | +3.7% | +7.0% | -3.2% | +0.7% |
| 1Y | -7.9% | +2.7% | -10.6% | -9.0% |
| 3Y | +24.7% | +57.7% | -33.0% | -0.1% |
| 5Y | +13.6% | +31.1% | -17.6% | -1.9% |
| 10Y | +283.0% | +150.9% | +132.1% | +141.7% |
| All | +20,418.4% | +13,009.7% | +7,408.8% | +3,581.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling