+15.0%
SHW vs ELF
+239.6%
-224.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.7% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | -11.6% | +5.9% | -17.5% | -12.3% |
| 3M | +9.1% | +99.5% | -90.4% | +0.3% |
| 6M | -0.7% | +26.5% | -27.2% | -4.2% |
| YTD | +1.4% | +37.2% | -35.8% | -3.6% |
| 1Y | -12.3% | -24.4% | +12.1% | -11.6% |
| 3Y | +23.4% | -23.3% | +46.7% | +15.4% |
| 5Y | +15.0% | +245.2% | -230.2% | -32.9% |
| All | +15.0% | +239.6% | -224.5% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling