+340.7%
SHW vs FIVE
+562.8%
-222.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +4.2% | +7.3% | -3.1% | +2.8% |
| 30D | +11.3% | +18.1% | -6.8% | +7.5% |
| 3M | -1.8% | +7.7% | -9.5% | -3.5% |
| 6M | +12.7% | +13.6% | -0.9% | +8.9% |
| YTD | +10.4% | +34.6% | -24.1% | +2.5% |
| 1Y | +4.7% | +66.2% | -61.5% | -7.2% |
| 3Y | +42.7% | +43.5% | -0.8% | +23.8% |
| 5Y | +14.5% | +20.7% | -6.1% | 0.0% |
| 10Y | +340.7% | +541.5% | -200.7% | +169.7% |
| All | +340.7% | +562.8% | -222.0% | +169.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling