+44.3%
SHW vs EOSE
-60.6%
+104.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +1.9% |
| 7D | -3.1% | +1.8% | -4.9% | -3.2% |
| 30D | -10.0% | -6.8% | -3.2% | -10.0% |
| 3M | +2.3% | -36.3% | +38.6% | +3.1% |
| 6M | +0.7% | -38.8% | +39.4% | +1.1% |
| YTD | +0.5% | -65.5% | +66.0% | +2.0% |
| 1Y | -11.5% | -45.3% | +33.8% | -12.0% |
| 3Y | +21.3% | +44.2% | -22.8% | +11.9% |
| 5Y | +12.5% | -69.5% | +82.0% | -2.3% |
| All | +44.3% | -60.6% | +104.9% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling