+23.4%
SHW vs ESI
+82.9%
-59.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.4% |
| 7D | -1.2% | +5.4% | -6.6% | -2.5% |
| 30D | -11.6% | -4.2% | -7.4% | -10.8% |
| 3M | +9.1% | -9.6% | +18.7% | +10.5% |
| 6M | -0.7% | +18.3% | -19.0% | -8.3% |
| YTD | +1.4% | +45.8% | -44.5% | -12.9% |
| 1Y | -12.3% | +39.2% | -51.4% | -23.9% |
| 3Y | +23.4% | +86.3% | -62.9% | -7.4% |
| All | +23.4% | +82.9% | -59.5% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling