+284.1%
SHW vs ED
+105.2%
+178.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -11.4% | +1.9% | -13.3% | -12.0% |
| 3M | +3.5% | +1.9% | +1.6% | +2.7% |
| 6M | -3.4% | -2.3% | -1.1% | -2.8% |
| YTD | -0.3% | +10.9% | -11.2% | -4.3% |
| 1Y | -10.4% | +14.5% | -24.9% | -15.1% |
| 3Y | +21.3% | +33.4% | -12.1% | +7.1% |
| 5Y | +12.9% | +67.3% | -54.4% | -8.4% |
| 10Y | +284.1% | +110.7% | +173.4% | +191.1% |
| All | +284.1% | +105.2% | +178.9% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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