+22.4%
SHW vs ETR
+151.3%
-128.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.6% |
| 7D | -1.2% | +1.4% | -2.6% | -1.5% |
| 30D | -11.6% | +1.9% | -13.5% | -12.0% |
| 3M | +9.1% | +1.0% | +8.1% | +8.7% |
| 6M | -0.7% | +4.8% | -5.5% | -1.9% |
| YTD | +1.4% | +19.5% | -18.2% | -2.9% |
| 1Y | -12.3% | +28.1% | -40.4% | -17.4% |
| All | +22.4% | +151.3% | -128.9% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling