+45.6%
SHW vs EL
+1.5%
+44.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +3.5% |
| 7D | +1.6% | +8.0% | -6.4% | +0.3% |
| 30D | +12.1% | +15.4% | -3.3% | +9.4% |
| 3M | -3.0% | +28.5% | -31.5% | -7.2% |
| 6M | +13.5% | +32.2% | -18.7% | +7.9% |
| YTD | +11.2% | +9.2% | +2.1% | +8.0% |
| 1Y | +6.2% | +30.8% | -24.6% | +0.4% |
| 3Y | +45.6% | +3.7% | +42.0% | +31.9% |
| All | +45.6% | +1.5% | +44.1% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling