+338.5%
SHW vs EL
+60.4%
+278.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | +0.7% | +2.7% | -2.0% | 0.0% |
| 30D | +8.4% | +10.8% | -2.4% | +5.4% |
| 3M | -2.2% | +26.5% | -28.7% | -8.7% |
| 6M | +13.3% | +31.1% | -17.8% | +4.5% |
| YTD | +9.2% | +6.6% | +2.6% | +4.9% |
| 1Y | +2.9% | +21.8% | -18.9% | -5.0% |
| 3Y | +41.1% | +1.8% | +39.3% | +28.1% |
| 5Y | +11.0% | -65.6% | +76.5% | +46.1% |
| All | +338.5% | +60.4% | +278.1% | +245.3% |
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