+284.1%
SHW vs ENB
+98.3%
+185.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -11.4% | -1.1% | -10.3% | -11.1% |
| 3M | +3.5% | -8.5% | +12.0% | +6.6% |
| 6M | -3.4% | -4.5% | +1.2% | -2.1% |
| YTD | -0.3% | +9.1% | -9.4% | -4.3% |
| 1Y | -10.4% | +8.0% | -18.4% | -13.7% |
| 3Y | +21.3% | +77.8% | -56.5% | -3.8% |
| 5Y | +12.9% | +69.4% | -56.5% | -9.6% |
| 10Y | +284.1% | +100.5% | +183.6% | +166.5% |
| All | +284.1% | +98.3% | +185.8% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling