+276.9%
SHW vs ELF
+317.0%
-40.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.2% |
| 7D | -3.2% | -6.8% | +3.6% | -2.4% |
| 30D | -11.4% | +5.1% | -16.5% | -12.0% |
| 3M | +3.5% | +79.8% | -76.3% | -4.1% |
| 6M | -3.4% | +29.7% | -33.1% | -7.2% |
| YTD | -0.3% | +31.6% | -32.0% | -5.0% |
| 1Y | -10.4% | -27.9% | +17.5% | -9.2% |
| 3Y | +21.3% | -26.4% | +47.7% | +15.6% |
| 5Y | +12.9% | +235.6% | -222.8% | -16.8% |
| All | +276.9% | +317.0% | -40.1% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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