+161.1%
SHW vs ESTC
+28.9%
+132.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -0.8% | +3.4% |
| 7D | +1.6% | -1.2% | +2.8% | +1.7% |
| 30D | +12.1% | -8.1% | +20.2% | +13.1% |
| 3M | -3.0% | +20.2% | -23.1% | -6.2% |
| 6M | +13.5% | +72.7% | -59.2% | +3.6% |
| YTD | +11.2% | +19.6% | -8.4% | +6.1% |
| 1Y | +6.2% | +0.3% | +6.0% | +3.8% |
| 3Y | +45.6% | +22.8% | +22.8% | +30.4% |
| 5Y | +15.6% | -50.9% | +66.5% | +15.2% |
| All | +161.1% | +28.9% | +132.1% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling