+43.9%
SHW vs ENB
+70.6%
-26.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.1% | -1.8% | -0.3% | -1.6% |
| 30D | +11.1% | +2.0% | +9.1% | +10.4% |
| 3M | -2.2% | -5.8% | +3.7% | -0.6% |
| 6M | +14.3% | -9.7% | +24.0% | +17.3% |
| YTD | +10.6% | +4.2% | +6.4% | +6.8% |
| 1Y | +4.1% | +3.2% | +0.8% | +0.9% |
| All | +43.9% | +70.6% | -26.7% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling