+15.0%
SHW vs FDS
-20.4%
+35.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.0% |
| 7D | -1.2% | -5.4% | +4.2% | +0.4% |
| 30D | -11.6% | +1.6% | -13.2% | -12.2% |
| 3M | +9.1% | +17.7% | -8.6% | +3.4% |
| 6M | -0.7% | +29.1% | -29.7% | -9.8% |
| YTD | +1.4% | +1.0% | +0.4% | +1.2% |
| 1Y | -12.3% | -21.6% | +9.4% | -1.9% |
| 3Y | +23.4% | -30.1% | +53.5% | +43.4% |
| 5Y | +15.0% | -20.7% | +35.8% | +34.2% |
| All | +15.0% | -20.4% | +35.4% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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