+337.7%
SHW vs EWT
+448.9%
-111.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +1.9% | +9.1% | -7.2% | -2.0% |
| 30D | +8.1% | -12.2% | +20.3% | +13.5% |
| 3M | -2.8% | -9.4% | +6.6% | +0.3% |
| 6M | +15.0% | +2.7% | +12.4% | +9.8% |
| YTD | +9.0% | +53.3% | -44.3% | -15.8% |
| 1Y | +4.5% | +59.2% | -54.7% | -21.0% |
| 3Y | +41.9% | +157.1% | -115.2% | -19.9% |
| 5Y | +10.7% | +119.6% | -108.9% | -32.2% |
| All | +337.7% | +448.9% | -111.3% | +49.7% |
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