+7.0%
SHW vs EL
+25.6%
-18.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.3% | +0.3% | +5.2% |
| 7D | +13.3% | +2.5% | +10.8% | +12.6% |
| 30D | +14.1% | +20.1% | -5.9% | +9.4% |
| 3M | +0.8% | +29.3% | -28.5% | -5.1% |
| 6M | +17.6% | +38.8% | -21.1% | +9.1% |
| YTD | +13.0% | +8.1% | +4.9% | +7.4% |
| 1Y | +7.0% | +22.3% | -15.4% | -0.4% |
| All | +7.0% | +25.6% | -18.6% | -0.4% |
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