+278.3%
SHW vs FFIV
+224.0%
+54.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -1.2% | -1.5% | +0.4% | -0.7% |
| 30D | -11.6% | -2.7% | -8.9% | -11.1% |
| 3M | +9.1% | -1.7% | +10.8% | +9.0% |
| 6M | -0.7% | +36.1% | -36.8% | -10.7% |
| YTD | +1.4% | +52.6% | -51.3% | -12.6% |
| 1Y | -12.3% | +21.5% | -33.8% | -19.2% |
| 3Y | +23.4% | +142.7% | -119.3% | -11.7% |
| 5Y | +15.0% | +92.6% | -77.6% | -13.5% |
| 10Y | +278.3% | +225.5% | +52.8% | +124.5% |
| All | +278.3% | +224.0% | +54.3% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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