+7,095.1%
SHW vs EW
+8,084.4%
-989.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +4.2% | +9.3% | -5.0% | +2.2% |
| 30D | +11.3% | +22.1% | -10.8% | +6.4% |
| 3M | -1.8% | +13.0% | -14.8% | -4.5% |
| 6M | +12.7% | +30.1% | -17.4% | +6.1% |
| YTD | +10.4% | +22.0% | -11.6% | +5.3% |
| 1Y | +4.7% | +23.7% | -19.0% | -0.5% |
| 3Y | +42.7% | +62.0% | -19.3% | +23.5% |
| 5Y | +14.5% | -12.4% | +27.0% | +12.3% |
| 10Y | +340.7% | +236.1% | +104.7% | +222.1% |
| All | +7,095.1% | +8,084.4% | -989.3% | +2,948.8% |
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 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