+15.0%
SHW vs FLEX
+698.8%
-683.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -3.0% |
| 7D | -1.2% | +7.0% | -8.1% | -2.2% |
| 30D | -11.6% | -5.8% | -5.8% | -11.0% |
| 3M | +9.1% | -24.2% | +33.3% | +12.8% |
| 6M | -0.7% | +90.8% | -91.5% | -15.5% |
| YTD | +1.4% | +89.2% | -87.8% | -14.2% |
| 1Y | -12.3% | +104.7% | -117.0% | -27.8% |
| 3Y | +23.4% | +478.1% | -454.7% | -27.3% |
| 5Y | +15.0% | +726.2% | -711.2% | -41.7% |
| All | +15.0% | +698.8% | -683.8% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling