+4.1%
SHW vs ESI
+23.9%
-19.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.4% |
| 7D | -2.1% | +1.8% | -4.0% | -2.4% |
| 30D | +11.1% | -6.6% | +17.7% | +11.8% |
| 3M | -2.2% | -9.4% | +7.2% | -1.2% |
| 6M | +14.3% | -24.1% | +38.4% | +18.3% |
| YTD | +10.6% | +37.1% | -26.6% | -4.8% |
| 1Y | +4.1% | +24.5% | -20.5% | -8.0% |
| All | +4.1% | +23.9% | -19.8% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling