+346.7%
SHW vs ES
+92.3%
+254.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +11.1% | +6.7% | +4.4% | +8.2% |
| 3M | -2.2% | +0.3% | -2.5% | -2.4% |
| 6M | +14.3% | +7.4% | +6.9% | +11.0% |
| YTD | +10.6% | +8.4% | +2.2% | +6.6% |
| 1Y | +4.1% | +0.6% | +3.4% | +2.7% |
| 3Y | +42.9% | +50.6% | -7.8% | +16.2% |
| 5Y | +14.2% | +4.8% | +9.4% | +8.5% |
| 10Y | +346.7% | +93.1% | +253.6% | +255.8% |
| All | +346.7% | +92.3% | +254.4% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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