+21,748.4%
SHW vs ED
+2,476.3%
+19,272.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +4.2% | +2.1% | +2.1% | +3.5% |
| 30D | +11.3% | +12.4% | -1.2% | +6.6% |
| 3M | -1.8% | +13.1% | -14.9% | -6.2% |
| 6M | +12.7% | +14.1% | -1.4% | +7.3% |
| YTD | +10.4% | +23.1% | -12.6% | +2.0% |
| 1Y | +4.7% | +25.4% | -20.7% | -4.1% |
| 3Y | +42.7% | +47.9% | -5.2% | +21.4% |
| 5Y | +14.5% | +81.9% | -67.3% | -10.2% |
| 10Y | +340.7% | +141.3% | +199.5% | +201.4% |
| All | +21,748.4% | +2,476.3% | +19,272.1% | +5,597.2% |
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