+6,657.1%
SHW vs EW
+6,974.1%
-317.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.2% | -0.3% | -2.9% | -3.2% |
| 30D | -9.5% | +1.0% | -10.6% | -9.7% |
| 3M | +11.5% | +2.8% | +8.7% | +10.7% |
| 6M | -3.5% | +5.5% | -9.0% | -4.8% |
| YTD | +3.7% | +5.5% | -1.7% | +2.2% |
| 1Y | -7.9% | +11.0% | -18.9% | -10.3% |
| 3Y | +24.7% | +17.7% | +7.0% | +16.0% |
| 5Y | +13.6% | -25.7% | +39.3% | +15.5% |
| 10Y | +283.0% | +132.8% | +150.2% | +200.4% |
| All | +6,657.1% | +6,974.1% | -317.0% | +2,860.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling