-7.9%
SHW vs EL
+14.8%
-22.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.5% | -0.1% |
| 7D | -3.2% | +0.8% | -4.0% | -3.4% |
| 30D | -9.5% | +19.8% | -29.4% | -12.8% |
| 3M | +11.5% | +25.7% | -14.2% | +6.5% |
| 6M | -3.5% | +5.4% | -9.0% | -6.1% |
| YTD | +3.7% | +0.2% | +3.5% | +1.4% |
| 1Y | -7.9% | +20.4% | -28.3% | -12.6% |
| All | -7.9% | +14.8% | -22.7% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling