+346.7%
SHW vs EL
+63.7%
+283.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +11.1% | +12.3% | -1.2% | +7.6% |
| 3M | -2.2% | +28.4% | -30.6% | -9.0% |
| 6M | +14.3% | +36.7% | -22.4% | +4.2% |
| YTD | +10.6% | +8.4% | +2.2% | +5.7% |
| 1Y | +4.1% | +25.4% | -21.3% | -4.7% |
| 3Y | +42.9% | +3.4% | +39.4% | +29.2% |
| 5Y | +14.2% | -64.8% | +79.0% | +49.3% |
| 10Y | +346.7% | +63.0% | +283.8% | +253.3% |
| All | +346.7% | +63.7% | +283.1% | +253.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling