+12.9%
SHW vs EOG
+179.2%
-166.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.7% |
| 7D | -3.2% | -1.3% | -1.9% | -3.2% |
| 30D | -11.4% | +3.4% | -14.8% | -11.4% |
| 3M | +3.5% | +7.8% | -4.4% | +3.4% |
| 6M | -3.4% | +13.4% | -16.7% | -3.8% |
| YTD | -0.3% | +43.5% | -43.8% | -2.2% |
| 1Y | -10.4% | +29.7% | -40.1% | -11.7% |
| 3Y | +21.3% | +23.2% | -1.9% | +19.3% |
| 5Y | +12.9% | +176.4% | -163.6% | +8.4% |
| All | +12.9% | +179.2% | -166.4% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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