+2,345.8%
SHW vs ET
+1,435.7%
+910.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | -11.6% | +6.9% | -18.5% | -12.6% |
| 3M | +9.1% | +13.1% | -4.0% | +6.8% |
| 6M | -0.7% | +18.7% | -19.4% | -3.7% |
| YTD | +1.4% | +37.4% | -36.1% | -4.1% |
| 1Y | -12.3% | +34.8% | -47.1% | -16.8% |
| 3Y | +23.4% | +96.8% | -73.4% | +9.4% |
| 5Y | +15.0% | +238.2% | -223.2% | -7.5% |
| 10Y | +278.3% | +159.4% | +118.9% | +197.7% |
| All | +2,345.8% | +1,435.7% | +910.2% | +900.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling