+21,774.2%
SHW vs EIX
+1,170.2%
+20,604.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.1% | -2.5% | +0.4% | -1.6% |
| 30D | +11.1% | +7.7% | +3.4% | +9.4% |
| 3M | -2.2% | -12.9% | +10.7% | -0.3% |
| 6M | +14.3% | -12.7% | +27.0% | +16.3% |
| YTD | +10.6% | +5.5% | +5.1% | +7.9% |
| 1Y | +4.1% | +9.4% | -5.3% | +0.7% |
| 3Y | +42.9% | +9.7% | +33.2% | +36.3% |
| 5Y | +14.2% | +16.9% | -2.7% | +7.1% |
| 10Y | +346.7% | +34.3% | +312.5% | +295.9% |
| All | +21,774.2% | +1,170.2% | +20,604.0% | +10,685.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling