+337.7%
SHW vs EW
+254.3%
+83.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | +1.9% | +4.9% | -3.0% | +0.5% |
| 30D | +8.1% | +23.9% | -15.9% | +1.3% |
| 3M | -2.8% | +15.8% | -18.5% | -7.1% |
| 6M | +15.0% | +31.7% | -16.6% | +5.6% |
| YTD | +9.0% | +25.7% | -16.7% | +1.2% |
| 1Y | +4.5% | +24.4% | -20.0% | -2.7% |
| 3Y | +41.9% | +65.9% | -24.0% | +13.7% |
| 5Y | +10.7% | -7.6% | +18.4% | +6.6% |
| All | +337.7% | +254.3% | +83.3% | +186.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling