+45.6%
SHW vs EIX
+11.2%
+34.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.8% |
| 7D | +1.6% | +0.7% | +0.9% | +1.5% |
| 30D | +12.1% | +8.8% | +3.3% | +10.4% |
| 3M | -3.0% | -10.9% | +7.9% | -1.5% |
| 6M | +13.5% | -10.3% | +23.8% | +15.0% |
| YTD | +11.2% | +5.8% | +5.4% | +8.1% |
| 1Y | +6.2% | +11.4% | -5.1% | +1.9% |
| 3Y | +45.6% | +11.1% | +34.6% | +27.2% |
| All | +45.6% | +11.2% | +34.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 3y: compounded portfolio wealth divided by compounded EIX 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…
3y analysis · Full analysis span regression · 6 months rolling