+284.7%
SHW vs FICO
+605.7%
-321.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.1% | +5.3% |
| 7D | -3.2% | -19.2% | +16.0% | +2.4% |
| 30D | -9.5% | -14.6% | +5.1% | -6.0% |
| 3M | +11.5% | -20.1% | +31.6% | +16.7% |
| 6M | -3.5% | -36.3% | +32.8% | +6.6% |
| YTD | +3.7% | -44.9% | +48.6% | +19.5% |
| 1Y | -7.9% | -38.6% | +30.7% | +0.8% |
| 3Y | +24.7% | +4.0% | +20.7% | +5.6% |
| 5Y | +13.6% | +99.5% | -85.9% | -29.0% |
| All | +284.7% | +605.7% | -321.0% | +30.2% |
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