-9.4%
SHW vs ETR
+26.4%
-35.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | -11.4% | +2.0% | -13.4% | -11.9% |
| 3M | +3.5% | -1.7% | +5.2% | +3.7% |
| 6M | -3.4% | +3.6% | -6.9% | -4.5% |
| YTD | -0.3% | +18.0% | -18.4% | -4.3% |
| All | -9.4% | +26.4% | -35.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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