+4.0%
SHW vs EW
+23.2%
-19.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | +4.2% | +9.3% | -5.0% | +1.0% |
| 30D | +11.3% | +22.1% | -10.8% | +3.8% |
| 3M | -1.8% | +13.0% | -14.8% | -6.0% |
| 6M | +12.7% | +30.1% | -17.4% | +3.0% |
| YTD | +10.4% | +22.0% | -11.6% | +3.8% |
| All | +4.0% | +23.2% | -19.2% | -2.3% |
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