+41.9%
SHW vs ES
+53.3%
-11.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +1.9% | +2.7% | -0.8% | +1.1% |
| 30D | +8.1% | +7.6% | +0.5% | +5.8% |
| 3M | -2.8% | +0.5% | -3.3% | -3.0% |
| 6M | +15.0% | +7.6% | +7.4% | +12.7% |
| YTD | +9.0% | +10.2% | -1.2% | +6.0% |
| 1Y | +4.5% | +1.8% | +2.6% | +3.2% |
| 3Y | +41.9% | +55.4% | -13.5% | +19.5% |
| All | +41.9% | +53.3% | -11.5% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling