+7,124.4%
SHW vs FDS
+10,266.7%
-3,142.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +4.2% | -2.0% | +6.2% | +4.8% |
| 30D | +11.3% | +13.5% | -2.2% | +7.9% |
| 3M | -1.8% | +15.2% | -17.0% | -5.5% |
| 6M | +12.7% | +47.0% | -34.3% | +1.0% |
| YTD | +10.4% | +13.9% | -3.4% | +4.3% |
| 1Y | +4.7% | +25.2% | -20.5% | -3.8% |
| 3Y | +42.7% | -25.3% | +68.0% | +48.8% |
| 5Y | +14.5% | -23.3% | +37.9% | +18.3% |
| 10Y | +340.7% | +126.0% | +214.7% | +254.1% |
| All | +7,124.4% | +10,266.7% | -3,142.3% | +3,320.7% |
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