+7,899.5%
SHW vs EL
+1,685.7%
+6,213.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.5% | -0.4% |
| 7D | -3.2% | +0.8% | -4.0% | -3.4% |
| 30D | -9.5% | +19.8% | -29.4% | -14.2% |
| 3M | +11.5% | +25.7% | -14.2% | +4.3% |
| 6M | -3.5% | +5.4% | -9.0% | -6.2% |
| YTD | +3.7% | +0.2% | +3.5% | +1.4% |
| 1Y | -7.9% | +20.4% | -28.3% | -15.0% |
| 3Y | +24.7% | -32.1% | +56.8% | +27.0% |
| 5Y | +13.6% | -67.2% | +80.8% | +40.3% |
| 10Y | +283.0% | +31.7% | +251.2% | +208.9% |
| All | +7,899.5% | +1,685.7% | +6,213.8% | +3,084.0% |
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