+15.3%
SHW vs ESTC
-46.4%
+61.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.9% |
| 7D | -3.2% | -8.1% | +4.9% | -2.4% |
| 30D | -9.5% | +31.7% | -41.2% | -12.5% |
| 3M | +11.5% | +41.1% | -29.6% | +6.8% |
| 6M | -3.5% | +77.1% | -80.6% | -10.4% |
| YTD | +3.7% | +21.7% | -18.0% | +0.3% |
| 1Y | -7.9% | +8.4% | -16.3% | -10.0% |
| 3Y | +24.7% | +23.6% | +1.1% | +14.2% |
| All | +15.3% | -46.4% | +61.7% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling