+20,418.4%
SHW vs ED
+2,217.3%
+18,201.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.9% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -9.5% | -0.1% | -9.4% | -9.5% |
| 3M | +11.5% | +3.9% | +7.5% | +9.8% |
| 6M | -3.5% | -3.0% | -0.5% | -2.7% |
| YTD | +3.7% | +10.7% | -7.0% | -0.5% |
| 1Y | -7.9% | +13.3% | -21.2% | -12.6% |
| 3Y | +24.7% | +34.5% | -9.8% | +9.7% |
| 5Y | +13.6% | +67.1% | -53.6% | -8.4% |
| 10Y | +283.0% | +103.0% | +179.9% | +178.6% |
| All | +20,418.4% | +2,217.3% | +18,201.1% | +5,462.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling