+284.1%
SHW vs FLEX
+1,045.8%
-761.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -1.4% |
| 7D | -3.2% | +6.4% | -9.6% | -4.5% |
| 30D | -11.4% | -5.9% | -5.5% | -10.5% |
| 3M | +3.5% | -23.5% | +26.9% | +8.0% |
| 6M | -3.4% | +83.7% | -87.1% | -20.3% |
| YTD | -0.3% | +86.5% | -86.8% | -18.7% |
| 1Y | -10.4% | +100.5% | -110.9% | -29.1% |
| 3Y | +21.3% | +469.8% | -448.5% | -31.2% |
| 5Y | +12.9% | +725.7% | -712.8% | -43.7% |
| 10Y | +284.1% | +1,086.7% | -802.6% | +42.4% |
| All | +284.1% | +1,045.8% | -761.7% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling