+12.0%
SHW vs ELV
+25.1%
-13.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | -3.1% | +3.2% | -6.3% | -3.7% |
| 30D | -10.0% | +5.4% | -15.4% | -10.9% |
| 3M | +2.3% | +5.4% | -3.1% | +1.0% |
| 6M | +0.7% | +45.7% | -45.0% | -6.7% |
| YTD | +0.5% | +21.2% | -20.7% | -4.0% |
| 1Y | -11.5% | +35.6% | -47.1% | -17.5% |
| 3Y | +21.3% | -2.0% | +23.3% | +19.1% |
| All | +12.0% | +25.1% | -13.1% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling