+356.5%
SHW vs ES
+82.6%
+273.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +12.1% | +5.7% | +6.4% | +9.6% |
| 3M | -3.0% | -2.8% | -0.2% | -2.0% |
| 6M | +13.5% | +7.0% | +6.6% | +10.4% |
| YTD | +11.2% | +6.8% | +4.5% | +8.0% |
| 1Y | +6.2% | -0.5% | +6.7% | +5.3% |
| 3Y | +45.6% | +47.2% | -1.5% | +19.6% |
| 5Y | +15.6% | +2.3% | +13.3% | +10.9% |
| 10Y | +356.5% | +85.6% | +270.8% | +276.0% |
| All | +356.5% | +82.6% | +273.9% | +276.0% |
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