+14.5%
SHW vs FICO
+84.1%
-69.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.1% |
| 7D | +5.7% | -0.3% | +6.0% | +5.7% |
| 30D | +8.7% | +1.7% | +7.0% | +8.0% |
| 3M | -5.4% | -35.2% | +29.8% | +0.4% |
| 6M | +12.2% | -33.7% | +45.9% | +17.3% |
| YTD | +8.5% | -58.2% | +66.6% | +24.0% |
| 1Y | +4.9% | -56.6% | +61.5% | +18.8% |
| 3Y | +42.8% | -24.0% | +66.8% | +32.5% |
| 5Y | +14.5% | +86.1% | -71.6% | -16.3% |
| All | +14.5% | +84.1% | -69.6% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling