+337.7%
SHW vs FICO
+527.0%
-189.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +1.9% | +2.2% | -0.3% | +1.3% |
| 30D | +8.1% | +0.1% | +8.0% | +7.6% |
| 3M | -2.8% | -35.2% | +32.4% | +6.6% |
| 6M | +15.0% | -32.4% | +47.4% | +22.5% |
| YTD | +9.0% | -57.4% | +66.4% | +31.7% |
| 1Y | +4.5% | -58.5% | +63.0% | +27.3% |
| 3Y | +41.9% | -28.9% | +70.7% | +32.7% |
| 5Y | +10.7% | +91.7% | -81.0% | -33.7% |
| All | +337.7% | +527.0% | -189.3% | +44.4% |
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