-7.9%
SHW vs ESTC
+7.3%
-15.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.4% |
| 7D | -3.2% | -8.1% | +4.9% | -3.3% |
| 30D | -9.5% | +31.7% | -41.2% | -8.9% |
| 3M | +11.5% | +41.1% | -29.6% | +12.3% |
| 6M | -3.5% | +77.1% | -80.6% | -1.8% |
| YTD | +3.7% | +21.7% | -18.0% | +5.8% |
| 1Y | -7.9% | +8.4% | -16.3% | -5.7% |
| All | -7.9% | +7.3% | -15.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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