-7.9%
SHW vs ET
+31.4%
-39.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.5% |
| 7D | -3.2% | +0.9% | -4.1% | -3.0% |
| 30D | -9.5% | +7.5% | -17.0% | -7.9% |
| 3M | +11.5% | +11.4% | 0.0% | +14.3% |
| 6M | -3.5% | +18.5% | -22.1% | -0.5% |
| YTD | +3.7% | +37.4% | -33.7% | +8.8% |
| 1Y | -7.9% | +30.9% | -38.8% | -5.1% |
| All | -7.9% | +31.4% | -39.3% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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