+12.9%
SHW vs ETR
+122.8%
-109.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.2% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | -11.4% | +2.0% | -13.4% | -12.1% |
| 3M | +3.5% | -1.7% | +5.2% | +3.9% |
| 6M | -3.4% | +3.6% | -6.9% | -4.9% |
| YTD | -0.3% | +18.0% | -18.4% | -6.4% |
| 1Y | -10.4% | +26.2% | -36.7% | -18.1% |
| 3Y | +21.3% | +148.0% | -126.7% | -18.2% |
| 5Y | +12.9% | +126.1% | -113.2% | -20.7% |
| All | +12.9% | +122.8% | -109.9% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling