+794.0%
SHW vs FIVE
+822.5%
-28.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +3.5% | -0.3% | +3.7% | +3.6% |
| 30D | +9.2% | +17.7% | -8.4% | +5.9% |
| 3M | -5.1% | +4.0% | -9.1% | -6.0% |
| 6M | +6.8% | +2.6% | +4.2% | +5.6% |
| YTD | +7.0% | +27.6% | -20.6% | +1.1% |
| 1Y | +4.1% | +59.9% | -55.8% | -5.8% |
| 3Y | +41.1% | +35.8% | +5.3% | +25.1% |
| 5Y | +12.9% | +14.4% | -1.6% | +0.6% |
| 10Y | +366.3% | +576.1% | -209.8% | +196.1% |
| All | +794.0% | +822.5% | -28.4% | +421.7% |
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