+356.5%
SHW vs FN
+837.6%
-481.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +11.9% | -7.8% | +2.5% |
| 7D | +1.6% | +16.3% | -14.7% | -0.8% |
| 30D | +12.1% | -24.7% | +36.8% | +15.4% |
| 3M | -3.0% | -34.9% | +32.0% | +1.2% |
| 6M | +13.5% | -41.1% | +54.6% | +18.2% |
| YTD | +11.2% | -19.6% | +30.9% | +8.4% |
| 1Y | +6.2% | -18.5% | +24.7% | +2.7% |
| 3Y | +45.6% | +119.1% | -73.5% | +9.9% |
| 5Y | +15.6% | +206.9% | -191.4% | -21.3% |
| 10Y | +356.5% | +826.4% | -470.0% | +144.1% |
| All | +356.5% | +837.6% | -481.1% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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