+15.3%
SHW vs CF
+227.0%
-211.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.4% |
| 7D | -3.2% | +6.0% | -9.2% | -3.2% |
| 30D | -9.5% | +14.8% | -24.4% | -9.5% |
| 3M | +11.5% | +14.1% | -2.6% | +11.4% |
| 6M | -3.5% | +28.5% | -32.1% | -4.6% |
| YTD | +3.7% | +74.9% | -71.2% | +0.5% |
| 1Y | -7.9% | +61.7% | -69.6% | -10.4% |
| 3Y | +24.7% | +80.3% | -55.6% | +19.6% |
| All | +15.3% | +227.0% | -211.7% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling