+10.0%
SHW vs FE
+47.0%
-37.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | +1.7% | +1.2% | +0.5% | +1.1% |
| 30D | +7.8% | +4.5% | +3.3% | +5.8% |
| 3M | -3.0% | +1.3% | -4.3% | -3.6% |
| 6M | +14.8% | +8.7% | +6.1% | +10.8% |
| YTD | +8.8% | +9.2% | -0.5% | +4.6% |
| 1Y | +4.2% | +7.0% | -2.7% | +1.1% |
| 3Y | +41.5% | +51.4% | -9.9% | +15.1% |
| All | +10.0% | +47.0% | -37.0% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling