+356.1%
SHW vs CF
+561.7%
-205.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +3.5% | -3.2% | +6.6% | +3.8% |
| 30D | +9.2% | +4.3% | +4.9% | +8.5% |
| 3M | -5.1% | +2.8% | -7.9% | -5.9% |
| 6M | +6.8% | +0.6% | +6.2% | +5.8% |
| YTD | +7.0% | +56.6% | -49.7% | -3.2% |
| 1Y | +4.1% | +49.6% | -45.5% | -5.1% |
| 3Y | +41.1% | +61.5% | -20.4% | +24.4% |
| 5Y | +12.9% | +124.0% | -111.1% | -12.4% |
| All | +356.1% | +561.7% | -205.6% | +173.1% |
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