+15.0%
SHW vs ENB
+71.0%
-56.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.6% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | -11.6% | -0.2% | -11.4% | -11.6% |
| 3M | +9.1% | -7.5% | +16.6% | +12.0% |
| 6M | -0.7% | -4.1% | +3.5% | +0.4% |
| YTD | +1.4% | +9.8% | -8.5% | -3.4% |
| 1Y | -12.3% | +8.7% | -21.0% | -16.1% |
| 3Y | +23.4% | +79.0% | -55.6% | -4.8% |
| 5Y | +15.0% | +69.1% | -54.1% | -7.8% |
| All | +15.0% | +71.0% | -56.0% | -7.8% |
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