+8,418.0%
SHW vs EL
+1,850.3%
+6,567.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | +4.2% | +7.6% | -3.4% | +2.2% |
| 30D | +11.3% | +15.7% | -4.4% | +6.8% |
| 3M | -1.8% | +30.5% | -32.3% | -9.2% |
| 6M | +12.7% | +32.5% | -19.8% | +3.4% |
| YTD | +10.4% | +9.4% | +1.0% | +5.3% |
| 1Y | +4.7% | +28.4% | -23.6% | -4.7% |
| 3Y | +42.7% | +4.4% | +38.2% | +29.1% |
| 5Y | +14.5% | -64.5% | +79.0% | +38.4% |
| 10Y | +340.7% | +64.9% | +275.9% | +234.0% |
| All | +8,418.0% | +1,850.3% | +6,567.8% | +3,203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling