-10.4%
SHW vs EWT
+82.5%
-92.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | -4.5% | -1.1% | -3.4% | -4.3% |
| 30D | -12.7% | +4.8% | -17.5% | -13.4% |
| 3M | +4.7% | +11.1% | -6.4% | +1.9% |
| 6M | -3.4% | +54.6% | -58.1% | -16.2% |
| YTD | -1.3% | +71.4% | -72.8% | -15.4% |
| 1Y | -10.4% | +82.1% | -92.5% | -23.4% |
| All | -10.4% | +82.5% | -92.8% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling