+6,684.6%
SHW vs FDS
+9,502.8%
-2,818.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +4.0% | +1.3% |
| 7D | -3.2% | -1.9% | -1.3% | -2.8% |
| 30D | -9.5% | +9.0% | -18.5% | -11.6% |
| 3M | +11.5% | +18.9% | -7.4% | +6.1% |
| 6M | -3.5% | +35.1% | -38.7% | -12.1% |
| YTD | +3.7% | +5.5% | -1.8% | 0.0% |
| 1Y | -7.9% | -16.8% | +8.9% | -6.1% |
| 3Y | +24.7% | -28.1% | +52.8% | +31.5% |
| 5Y | +13.6% | -17.4% | +31.0% | +15.5% |
| 10Y | +283.0% | +85.4% | +197.5% | +222.1% |
| All | +6,684.6% | +9,502.8% | -2,818.2% | +3,181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling