+356.1%
SHW vs FE
+107.4%
+248.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +9.2% | +5.2% | +4.0% | +7.4% |
| 3M | -5.1% | 0.0% | -5.1% | -5.1% |
| 6M | +6.8% | +5.0% | +1.8% | +5.0% |
| YTD | +7.0% | +7.9% | -0.9% | +4.1% |
| 1Y | +4.1% | +6.3% | -2.2% | +1.8% |
| 3Y | +41.1% | +46.0% | -4.9% | +22.4% |
| 5Y | +12.9% | +45.6% | -32.8% | -2.4% |
| All | +356.1% | +107.4% | +248.8% | +289.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling