+507.5%
SHW vs ESI
+224.6%
+282.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.3% |
| 7D | -3.2% | +3.3% | -6.6% | -4.0% |
| 30D | -9.5% | -5.9% | -3.7% | -8.3% |
| 3M | +11.5% | -14.1% | +25.5% | +14.6% |
| 6M | -3.5% | +6.6% | -10.1% | -6.9% |
| YTD | +3.7% | +45.0% | -41.3% | -7.9% |
| 1Y | -7.9% | +41.5% | -49.4% | -18.0% |
| 3Y | +24.7% | +78.8% | -54.1% | +2.8% |
| 5Y | +13.6% | +70.9% | -57.3% | -6.5% |
| 10Y | +283.0% | +317.1% | -34.1% | +147.8% |
| All | +507.5% | +224.6% | +282.9% | +331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling