+13.8%
SHW vs FIVE
+14.6%
-0.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -3.2% |
| 7D | +5.7% | -1.7% | +7.5% | +6.1% |
| 30D | +8.7% | +14.9% | -6.3% | +6.0% |
| 3M | -5.4% | +7.6% | -13.0% | -6.8% |
| 6M | +12.2% | +6.4% | +5.8% | +10.3% |
| YTD | +8.5% | +28.1% | -19.6% | +2.8% |
| 1Y | +4.9% | +54.7% | -49.8% | -4.0% |
| 3Y | +42.8% | +36.1% | +6.8% | +30.8% |
| All | +13.8% | +14.6% | -0.8% | +2.0% |
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