+21,057.3%
SHW vs ED
+2,460.7%
+18,596.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.5% |
| 7D | +3.5% | +1.6% | +1.8% | +2.9% |
| 30D | +9.2% | +13.3% | -4.1% | +4.4% |
| 3M | -5.1% | +9.7% | -14.8% | -8.3% |
| 6M | +6.8% | +12.8% | -5.9% | +2.1% |
| YTD | +7.0% | +22.3% | -15.4% | -1.0% |
| 1Y | +4.1% | +26.3% | -22.2% | -4.9% |
| 3Y | +41.1% | +45.0% | -4.0% | +20.9% |
| 5Y | +12.9% | +80.2% | -67.3% | -11.3% |
| 10Y | +366.3% | +129.9% | +236.5% | +224.4% |
| All | +21,057.3% | +2,460.7% | +18,596.6% | +5,429.7% |
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