+20.3%
SHW vs EWT
+200.7%
-180.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -3.2% | +2.1% | -5.3% | -3.8% |
| 30D | -11.4% | +9.4% | -20.8% | -13.8% |
| 3M | +3.5% | +10.9% | -7.4% | -0.5% |
| 6M | -3.4% | +57.9% | -61.3% | -19.6% |
| YTD | -0.3% | +75.9% | -76.3% | -20.6% |
| 1Y | -10.4% | +89.7% | -100.1% | -31.0% |
| All | +20.3% | +200.7% | -180.3% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling