+14.2%
SHW vs ENB
+53.8%
-39.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.1% | -1.8% | -0.3% | -1.5% |
| 30D | +11.1% | +2.0% | +9.1% | +10.2% |
| 3M | -2.2% | -5.8% | +3.7% | -0.1% |
| 6M | +14.3% | -9.7% | +24.0% | +18.2% |
| YTD | +10.6% | +4.2% | +6.4% | +7.2% |
| 1Y | +4.1% | +3.2% | +0.8% | +1.3% |
| 3Y | +42.9% | +70.6% | -27.7% | +11.2% |
| 5Y | +14.2% | +55.1% | -41.0% | -5.3% |
| All | +14.2% | +53.8% | -39.6% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling