+284.1%
SHW vs FLUT
-10.4%
+294.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -3.2% | -2.6% | -0.6% | -3.0% |
| 30D | -11.4% | +5.4% | -16.8% | -11.9% |
| 3M | +3.5% | -10.8% | +14.3% | +4.3% |
| 6M | -3.4% | -9.2% | +5.9% | -3.0% |
| YTD | -0.3% | -53.8% | +53.5% | +6.1% |
| 1Y | -10.4% | -66.0% | +55.5% | -2.2% |
| 3Y | +21.3% | -44.7% | +66.0% | +26.1% |
| 5Y | +12.9% | -50.6% | +63.4% | +16.0% |
| 10Y | +284.1% | -10.4% | +294.5% | +279.2% |
| All | +284.1% | -10.4% | +294.5% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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