-7.9%
SHW vs FIVE
+66.7%
-74.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.3% |
| 7D | -3.2% | +4.3% | -7.5% | -3.8% |
| 30D | -9.5% | +12.5% | -22.0% | -11.0% |
| 3M | +11.5% | +31.2% | -19.8% | +7.3% |
| 6M | -3.5% | +14.4% | -17.9% | -5.4% |
| YTD | +3.7% | +33.9% | -30.2% | -0.4% |
| 1Y | -7.9% | +65.1% | -73.0% | -13.7% |
| All | -7.9% | +66.7% | -74.6% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling