+284.1%
SHW vs FE
+110.4%
+173.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -11.4% | -1.2% | -10.2% | -11.1% |
| 3M | +3.5% | +1.7% | +1.8% | +2.9% |
| 6M | -3.4% | -7.5% | +4.1% | -0.8% |
| YTD | -0.3% | +6.3% | -6.7% | -2.5% |
| 1Y | -10.4% | +10.9% | -21.3% | -13.8% |
| 3Y | +21.3% | +46.9% | -25.6% | +5.0% |
| 5Y | +12.9% | +47.6% | -34.8% | -2.8% |
| 10Y | +284.1% | +114.5% | +169.6% | +219.1% |
| All | +284.1% | +110.4% | +173.7% | +219.1% |
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