+6,799.2%
SHW vs FLR
+513.8%
+6,285.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +1.9% | +5.4% | -3.5% | +0.9% |
| 30D | +8.1% | +2.8% | +5.2% | +7.3% |
| 3M | -2.8% | -6.4% | +3.6% | -2.0% |
| 6M | +15.0% | +8.8% | +6.3% | +11.8% |
| YTD | +9.0% | +23.6% | -14.6% | +2.6% |
| 1Y | +4.5% | +13.8% | -9.3% | -0.2% |
| 3Y | +41.9% | +36.5% | +5.4% | +25.2% |
| 5Y | +10.7% | +119.3% | -108.6% | -13.2% |
| 10Y | +340.4% | +8.0% | +332.4% | +232.8% |
| All | +6,799.2% | +513.8% | +6,285.4% | +3,079.0% |
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