+767.0%
SHW vs FIVE
+868.1%
-101.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.5% |
| 7D | -3.2% | +4.3% | -7.5% | -4.0% |
| 30D | -9.5% | +12.5% | -22.0% | -11.6% |
| 3M | +11.5% | +31.2% | -19.8% | +5.6% |
| 6M | -3.5% | +14.4% | -17.9% | -6.7% |
| YTD | +3.7% | +33.9% | -30.2% | -2.8% |
| 1Y | -7.9% | +65.1% | -73.0% | -17.4% |
| 3Y | +24.7% | +49.0% | -24.3% | +8.5% |
| 5Y | +13.6% | +30.3% | -16.7% | -1.4% |
| 10Y | +283.0% | +481.1% | -198.2% | +146.5% |
| All | +767.0% | +868.1% | -101.1% | +401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling