+6,984.5%
SHW vs EWT
+502.5%
+6,482.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.9% | +9.1% | -7.2% | -1.3% |
| 30D | +8.1% | -12.2% | +20.3% | +12.4% |
| 3M | -2.8% | -9.4% | +6.6% | -0.2% |
| 6M | +15.0% | +2.7% | +12.4% | +11.6% |
| YTD | +9.0% | +53.3% | -44.3% | -9.1% |
| 1Y | +4.5% | +59.2% | -54.7% | -14.2% |
| 3Y | +41.9% | +157.1% | -115.2% | -3.6% |
| 5Y | +10.7% | +119.6% | -108.9% | -20.7% |
| 10Y | +340.4% | +446.9% | -106.5% | +127.3% |
| All | +6,984.5% | +502.5% | +6,482.0% | +2,583.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling