+20,418.4%
SHW vs EOG
+7,415.7%
+13,002.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | -3.2% | +1.3% | -4.5% | -3.4% |
| 30D | -9.5% | +8.2% | -17.7% | -10.6% |
| 3M | +11.5% | +3.8% | +7.6% | +10.4% |
| 6M | -3.5% | +15.3% | -18.9% | -6.2% |
| YTD | +3.7% | +41.7% | -38.0% | -2.1% |
| 1Y | -7.9% | +23.6% | -31.5% | -11.5% |
| 3Y | +24.7% | +23.3% | +1.4% | +18.8% |
| 5Y | +13.6% | +170.4% | -156.8% | -5.8% |
| 10Y | +283.0% | +125.5% | +157.4% | +203.4% |
| All | +20,418.4% | +7,415.7% | +13,002.8% | +10,589.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling