+344.0%
SHW vs CF
+470.5%
-126.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -2.1% | +10.4% | -12.5% | -3.4% |
| 30D | +11.1% | +7.6% | +3.5% | +9.9% |
| 3M | -2.2% | +5.2% | -7.3% | -3.2% |
| 6M | +14.3% | -0.1% | +14.4% | +13.5% |
| YTD | +10.6% | +61.7% | -51.1% | -0.3% |
| 1Y | +4.1% | +50.3% | -46.3% | -5.0% |
| 3Y | +42.9% | +66.0% | -23.1% | +25.6% |
| 5Y | +14.2% | +114.5% | -100.3% | -10.0% |
| All | +344.0% | +470.5% | -126.5% | +171.5% |
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