+10.2%
SHW vs FIVE
+16.7%
-6.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +1.9% | +2.7% | -0.7% | +1.4% |
| 30D | +8.1% | +12.7% | -4.6% | +5.8% |
| 3M | -2.8% | +2.1% | -4.8% | -3.3% |
| 6M | +15.0% | +17.5% | -2.4% | +11.1% |
| YTD | +9.0% | +31.0% | -22.0% | +2.9% |
| 1Y | +4.5% | +67.7% | -63.3% | -5.7% |
| 3Y | +41.9% | +43.4% | -1.5% | +28.2% |
| All | +10.2% | +16.7% | -6.5% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling