+5,665.9%
SHW vs FE
+566.1%
+5,099.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | +5.7% | +0.6% | +5.2% | +5.6% |
| 30D | +8.7% | +6.4% | +2.3% | +6.7% |
| 3M | -5.4% | -0.5% | -4.9% | -5.2% |
| 6M | +12.2% | +4.7% | +7.5% | +10.7% |
| YTD | +8.5% | +8.4% | +0.1% | +5.7% |
| 1Y | +4.9% | +7.2% | -2.3% | +2.6% |
| 3Y | +42.8% | +44.9% | -2.0% | +26.5% |
| 5Y | +14.5% | +46.3% | -31.8% | +0.6% |
| 10Y | +373.0% | +110.3% | +262.7% | +263.2% |
| All | +5,665.9% | +566.1% | +5,099.8% | +2,867.1% |
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 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