+11.0%
SHW vs ETR
+158.6%
-147.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.7% | +1.5% | -0.8% | +0.2% |
| 30D | +8.4% | +6.6% | +1.8% | +6.1% |
| 3M | -2.2% | +4.4% | -6.6% | -3.7% |
| 6M | +13.3% | -0.3% | +13.6% | +13.3% |
| YTD | +9.2% | +23.3% | -14.1% | +0.9% |
| 1Y | +2.9% | +18.9% | -15.9% | -3.7% |
| 3Y | +41.1% | +155.5% | -114.4% | -6.7% |
| 5Y | +11.0% | +159.9% | -149.0% | -26.7% |
| All | +11.0% | +158.6% | -147.6% | -26.7% |
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