+346.7%
SHW vs ESI
+323.9%
+22.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.2% |
| 7D | -2.1% | +1.8% | -4.0% | -2.8% |
| 30D | +11.1% | -6.6% | +17.7% | +12.8% |
| 3M | -2.2% | -9.4% | +7.2% | -0.2% |
| 6M | +14.3% | -24.1% | +38.4% | +22.1% |
| YTD | +10.6% | +37.1% | -26.6% | -5.6% |
| 1Y | +4.1% | +24.5% | -20.5% | -8.2% |
| 3Y | +42.9% | +83.2% | -40.3% | +6.2% |
| 5Y | +14.2% | +44.0% | -29.8% | -9.4% |
| 10Y | +346.7% | +332.8% | +13.9% | +124.2% |
| All | +346.7% | +323.9% | +22.9% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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