+15.0%
SHW vs EW
-28.5%
+43.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.3% | -1.5% |
| 7D | -1.2% | -4.4% | +3.3% | -0.2% |
| 30D | -11.6% | -3.3% | -8.3% | -10.9% |
| 3M | +9.1% | +1.0% | +8.1% | +8.9% |
| 6M | -0.7% | +6.2% | -6.9% | -2.1% |
| YTD | +1.4% | +1.7% | -0.4% | +0.7% |
| 1Y | -12.3% | +8.1% | -20.4% | -14.0% |
| 3Y | +23.4% | +17.1% | +6.3% | +13.2% |
| 5Y | +15.0% | -29.4% | +44.4% | +19.2% |
| All | +15.0% | -28.5% | +43.5% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling