+12.9%
SHW vs FND
-61.3%
+74.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | -11.4% | -19.6% | +8.2% | -5.0% |
| 3M | +3.5% | -4.3% | +7.8% | +4.5% |
| 6M | -3.4% | -20.4% | +17.1% | +2.8% |
| YTD | -0.3% | -21.9% | +21.5% | +6.1% |
| 1Y | -10.4% | -45.2% | +34.8% | +6.0% |
| 3Y | +21.3% | -49.2% | +70.5% | +40.8% |
| 5Y | +12.9% | -61.8% | +74.7% | +28.6% |
| All | +12.9% | -61.3% | +74.1% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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