+4.1%
SHW vs FIVE
+66.9%
-62.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +11.1% | +17.4% | -6.3% | +8.0% |
| 3M | -2.2% | +7.0% | -9.2% | -3.6% |
| 6M | +14.3% | +20.5% | -6.1% | +9.8% |
| YTD | +10.6% | +33.1% | -22.5% | +4.0% |
| 1Y | +4.1% | +67.1% | -63.0% | -9.5% |
| All | +4.1% | +66.9% | -62.9% | -9.5% |
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