+12.9%
SHW vs EWT
+152.9%
-140.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -3.2% | +2.1% | -5.3% | -3.9% |
| 30D | -11.4% | +9.4% | -20.8% | -14.3% |
| 3M | +3.5% | +10.9% | -7.4% | -1.2% |
| 6M | -3.4% | +57.9% | -61.3% | -21.3% |
| YTD | -0.3% | +75.9% | -76.3% | -22.8% |
| 1Y | -10.4% | +89.7% | -100.1% | -33.2% |
| 3Y | +21.3% | +200.9% | -179.6% | -29.4% |
| 5Y | +12.9% | +154.5% | -141.6% | -28.4% |
| All | +12.9% | +152.9% | -140.0% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling