+6,465.2%
SHW vs FLR
+603.8%
+5,861.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.9% |
| 7D | -3.2% | +5.4% | -8.7% | -4.2% |
| 30D | -9.5% | +11.4% | -20.9% | -11.7% |
| 3M | +11.5% | +11.4% | +0.1% | +8.3% |
| 6M | -3.5% | +16.6% | -20.2% | -7.6% |
| YTD | +3.7% | +41.7% | -38.0% | -4.5% |
| 1Y | -7.9% | +35.4% | -43.3% | -14.9% |
| 3Y | +24.7% | +57.3% | -32.6% | +7.3% |
| 5Y | +13.6% | +241.0% | -227.4% | -18.5% |
| 10Y | +283.0% | +16.6% | +266.3% | +186.0% |
| All | +6,465.2% | +603.8% | +5,861.4% | +2,859.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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