+346.7%
SHW vs FICO
+544.1%
-197.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -2.1% | +4.0% | -6.1% | -3.2% |
| 30D | +11.1% | -1.5% | +12.6% | +11.1% |
| 3M | -2.2% | -29.8% | +27.6% | +4.8% |
| 6M | +14.3% | -33.3% | +47.6% | +22.3% |
| YTD | +10.6% | -56.9% | +67.5% | +33.2% |
| 1Y | +4.1% | -59.5% | +63.5% | +27.8% |
| 3Y | +42.9% | -26.9% | +69.7% | +32.4% |
| 5Y | +14.2% | +92.9% | -78.7% | -31.7% |
| 10Y | +346.7% | +539.5% | -192.8% | +49.5% |
| All | +346.7% | +544.1% | -197.4% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling