+284.1%
SHW vs ESI
+308.3%
-24.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -3.2% | +3.9% | -7.1% | -4.4% |
| 30D | -11.4% | -3.8% | -7.6% | -10.4% |
| 3M | +3.5% | -13.1% | +16.6% | +6.9% |
| 6M | -3.4% | +11.3% | -14.7% | -9.3% |
| YTD | -0.3% | +44.1% | -44.4% | -15.2% |
| 1Y | -10.4% | +40.3% | -50.8% | -23.5% |
| 3Y | +21.3% | +84.1% | -62.7% | -8.5% |
| 5Y | +12.9% | +75.8% | -62.9% | -15.3% |
| 10Y | +284.1% | +320.7% | -36.6% | +96.1% |
| All | +284.1% | +308.3% | -24.2% | +96.1% |
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