+5,413.1%
SHW vs FE
+561.4%
+4,851.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -3.2% | +1.9% | -5.2% | -3.8% |
| 30D | -9.5% | -1.2% | -8.4% | -9.2% |
| 3M | +11.5% | +3.5% | +8.0% | +10.3% |
| 6M | -3.5% | -6.1% | +2.5% | -1.7% |
| YTD | +3.7% | +7.6% | -3.9% | +1.3% |
| 1Y | -7.9% | +11.9% | -19.8% | -11.2% |
| 3Y | +24.7% | +48.4% | -23.7% | +9.5% |
| 5Y | +13.6% | +44.8% | -31.2% | +0.1% |
| 10Y | +283.0% | +115.9% | +167.1% | +191.5% |
| All | +5,413.1% | +561.4% | +4,851.7% | +2,742.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling