+273.5%
SHW vs EWT
+512.3%
-238.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +0.1% |
| 7D | -4.5% | -1.1% | -3.4% | -4.0% |
| 30D | -12.7% | +4.8% | -17.5% | -14.6% |
| 3M | +4.7% | +11.1% | -6.4% | -1.5% |
| 6M | -3.4% | +54.6% | -58.1% | -23.8% |
| YTD | -1.3% | +71.4% | -72.8% | -26.3% |
| 1Y | -10.4% | +82.1% | -92.5% | -35.4% |
| 3Y | +20.1% | +193.2% | -173.1% | -34.8% |
| 5Y | +10.5% | +146.1% | -135.6% | -34.5% |
| All | +273.5% | +512.3% | -238.8% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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