+284.1%
SHW vs EW
+121.7%
+162.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.5% |
| 7D | -3.2% | -5.1% | +1.9% | -1.7% |
| 30D | -11.4% | -6.4% | -5.0% | -9.7% |
| 3M | +3.5% | -1.6% | +5.0% | +3.9% |
| 6M | -3.4% | +2.3% | -5.6% | -4.2% |
| YTD | -0.3% | +1.1% | -1.4% | -1.0% |
| 1Y | -10.4% | +8.0% | -18.4% | -12.8% |
| 3Y | +21.3% | +16.3% | +5.0% | +9.6% |
| 5Y | +12.9% | -29.4% | +42.3% | +18.0% |
| 10Y | +284.1% | +125.6% | +158.5% | +185.1% |
| All | +284.1% | +121.7% | +162.4% | +185.1% |
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