-10.4%
SHW vs ESI
+34.0%
-44.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.2% |
| 7D | -4.5% | -2.3% | -2.1% | -4.1% |
| 30D | -12.7% | -9.0% | -3.7% | -11.4% |
| 3M | +4.7% | -13.3% | +17.9% | +5.6% |
| 6M | -3.4% | +5.3% | -8.7% | -8.1% |
| YTD | -1.3% | +37.6% | -39.0% | -11.5% |
| 1Y | -10.4% | +33.6% | -44.0% | -19.4% |
| All | -10.4% | +34.0% | -44.4% | -19.4% |
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