+356.3%
SHW vs FCUV
-95.6%
+451.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -65.2% | +63.0% | -2.2% |
| 7D | -1.2% | -47.9% | +46.8% | -1.1% |
| 30D | -11.6% | +13.7% | -25.3% | -11.7% |
| 3M | +9.1% | +97.0% | -87.9% | +8.2% |
| 6M | -0.7% | -66.1% | +65.4% | -1.2% |
| YTD | +1.4% | -81.8% | +83.1% | +0.9% |
| 1Y | -12.3% | -93.3% | +81.0% | -12.5% |
| 3Y | +23.4% | -99.2% | +122.6% | +23.0% |
| 5Y | +15.0% | -99.9% | +114.9% | +14.9% |
| 10Y | +278.3% | -98.5% | +376.8% | +270.2% |
| All | +356.3% | -95.6% | +451.9% | +352.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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