+7.0%
SHW vs EW
+19.7%
-12.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.4% | +2.2% | +5.0% |
| 7D | +13.3% | +8.3% | +5.0% | +10.1% |
| 30D | +14.1% | +13.9% | +0.2% | +9.0% |
| 3M | +0.8% | +10.9% | -10.1% | -2.9% |
| 6M | +17.6% | +19.2% | -1.6% | +10.6% |
| YTD | +13.0% | +16.6% | -3.6% | +8.0% |
| 1Y | +7.0% | +18.1% | -11.1% | +1.5% |
| All | +7.0% | +19.7% | -12.7% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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