+356.5%
SHW vs CF
+546.3%
-189.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +1.6% | -0.9% | +2.5% | +1.6% |
| 30D | +12.1% | +6.9% | +5.1% | +10.9% |
| 3M | -3.0% | +4.8% | -7.8% | -4.0% |
| 6M | +13.5% | +4.7% | +8.9% | +11.8% |
| YTD | +11.2% | +56.5% | -45.2% | +0.7% |
| 1Y | +6.2% | +48.4% | -42.2% | -3.0% |
| 3Y | +45.6% | +59.1% | -13.5% | +28.8% |
| 5Y | +15.6% | +109.5% | -93.9% | -8.7% |
| 10Y | +356.5% | +487.0% | -130.5% | +180.7% |
| All | +356.5% | +546.3% | -189.8% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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