+41.9%
SHW vs ESTC
+14.8%
+27.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +1.9% | +2.4% | -0.5% | +1.8% |
| 30D | +8.1% | -4.2% | +12.3% | +8.2% |
| 3M | -2.8% | +2.5% | -5.2% | -3.2% |
| 6M | +15.0% | +81.5% | -66.5% | +10.3% |
| YTD | +9.0% | +16.8% | -7.8% | +7.6% |
| 1Y | +4.5% | -3.5% | +7.9% | +4.8% |
| 3Y | +41.9% | +17.7% | +24.1% | +40.3% |
| All | +41.9% | +14.8% | +27.1% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling