+20,418.4%
SHW vs FICO
+104,095.6%
-83,677.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.1% | +3.0% |
| 7D | -3.2% | -19.2% | +16.0% | -0.2% |
| 30D | -9.5% | -14.6% | +5.1% | -7.6% |
| 3M | +11.5% | -20.1% | +31.6% | +14.4% |
| 6M | -3.5% | -36.3% | +32.8% | +1.7% |
| YTD | +3.7% | -44.9% | +48.6% | +11.6% |
| 1Y | -7.9% | -38.6% | +30.7% | -3.2% |
| 3Y | +24.7% | +4.0% | +20.7% | +18.7% |
| 5Y | +13.6% | +99.5% | -85.9% | -3.8% |
| 10Y | +283.0% | +604.7% | -321.7% | +171.8% |
| All | +20,418.4% | +104,095.6% | -83,677.1% | +9,960.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling