+20,418.4%
SHW vs ES
+1,243.3%
+19,175.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -9.5% | -2.0% | -7.6% | -9.0% |
| 3M | +11.5% | +1.7% | +9.8% | +10.9% |
| 6M | -3.5% | -3.5% | 0.0% | -2.6% |
| YTD | +3.7% | +7.9% | -4.2% | +1.2% |
| 1Y | -7.9% | +17.2% | -25.1% | -12.9% |
| 3Y | +24.7% | +29.3% | -4.6% | +12.9% |
| 5Y | +13.6% | -5.7% | +19.3% | +12.7% |
| 10Y | +283.0% | +85.2% | +197.7% | +212.3% |
| All | +20,418.4% | +1,243.3% | +19,175.2% | +9,761.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling