+7.0%
SHW vs ELV
+42.6%
-35.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.9% | +1.7% | +6.0% |
| 7D | +13.3% | +4.8% | +8.5% | +12.7% |
| 30D | +14.1% | +10.1% | +4.1% | +13.1% |
| 3M | +0.8% | +15.4% | -14.6% | -0.7% |
| 6M | +17.6% | +17.7% | -0.1% | +15.1% |
| YTD | +13.0% | +25.7% | -12.7% | +8.3% |
| 1Y | +7.0% | +39.9% | -32.9% | +0.9% |
| All | +7.0% | +42.6% | -35.6% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling