+278.3%
SHW vs ES
+85.1%
+193.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -1.2% | +1.4% | -2.6% | -1.7% |
| 30D | -11.6% | -1.2% | -10.4% | -11.2% |
| 3M | +9.1% | +5.0% | +4.1% | +7.0% |
| 6M | -0.7% | -2.8% | +2.2% | +0.3% |
| YTD | +1.4% | +8.6% | -7.2% | -2.2% |
| 1Y | -12.3% | +18.9% | -31.2% | -19.3% |
| 3Y | +23.4% | +32.1% | -8.8% | +6.1% |
| 5Y | +15.0% | -5.1% | +20.1% | +13.9% |
| 10Y | +278.3% | +84.2% | +194.1% | +203.2% |
| All | +278.3% | +85.1% | +193.1% | +203.2% |
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