+356.1%
SHW vs FICO
+512.2%
-156.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +3.5% | -0.9% | +4.4% | +3.7% |
| 30D | +9.2% | +3.3% | +5.9% | +7.6% |
| 3M | -5.1% | -31.7% | +26.6% | +2.3% |
| 6M | +6.8% | -34.0% | +40.8% | +14.4% |
| YTD | +7.0% | -58.3% | +65.3% | +29.9% |
| 1Y | +4.1% | -57.9% | +62.0% | +25.9% |
| 3Y | +41.1% | -24.1% | +65.1% | +28.3% |
| 5Y | +12.9% | +85.3% | -72.4% | -31.6% |
| All | +356.1% | +512.2% | -156.1% | +63.2% |
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