+15.6%
SHW vs FICO
+81.4%
-65.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +3.6% |
| 7D | +1.6% | -0.1% | +1.6% | +1.5% |
| 30D | +12.1% | +8.4% | +3.7% | +10.2% |
| 3M | -3.0% | -30.5% | +27.5% | +1.7% |
| 6M | +13.5% | -35.7% | +49.3% | +19.6% |
| YTD | +11.2% | -57.2% | +68.4% | +26.7% |
| 1Y | +6.2% | -58.4% | +64.6% | +21.7% |
| 3Y | +45.6% | -24.8% | +70.5% | +35.9% |
| 5Y | +15.6% | +79.3% | -63.7% | -15.1% |
| All | +15.6% | +81.4% | -65.9% | -15.1% |
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