-7.9%
SHW vs FICO
-39.1%
+31.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.1% | +1.5% |
| 7D | -3.2% | -19.2% | +16.0% | -2.0% |
| 30D | -9.5% | -14.6% | +5.1% | -8.8% |
| 3M | +11.5% | -20.1% | +31.6% | +12.6% |
| 6M | -3.5% | -36.3% | +32.8% | -1.0% |
| YTD | +3.7% | -44.9% | +48.6% | +8.1% |
| 1Y | -7.9% | -38.6% | +30.7% | -5.5% |
| All | -7.9% | -39.1% | +31.2% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling