+292.3%
SHW vs ELF
+357.0%
-64.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | -3.2% | +5.4% | -8.6% | -3.9% |
| 30D | -9.5% | +27.0% | -36.5% | -12.3% |
| 3M | +11.5% | +113.2% | -101.7% | +1.1% |
| 6M | -3.5% | +36.6% | -40.1% | -8.0% |
| YTD | +3.7% | +44.2% | -40.5% | -2.2% |
| 1Y | -7.9% | -18.0% | +10.1% | -8.2% |
| 3Y | +24.7% | -19.9% | +44.6% | +17.6% |
| 5Y | +13.6% | +257.7% | -244.1% | -16.9% |
| All | +292.3% | +357.0% | -64.7% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling