-12.2%
SHW vs ELV
+28.4%
-40.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -3.2% | -2.2% | -1.0% | -3.0% |
| 30D | -11.4% | -0.2% | -11.2% | -11.4% |
| 3M | +3.5% | -6.1% | +9.6% | +3.9% |
| 6M | -3.4% | +42.8% | -46.2% | -8.1% |
| YTD | -0.3% | +14.4% | -14.7% | -3.1% |
| All | -12.2% | +28.4% | -40.6% | -17.8% |
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