+225.0%
SHW vs FND
+66.0%
+158.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | -3.2% | -5.2% | +2.0% | -1.8% |
| 30D | -9.5% | -19.9% | +10.4% | -3.6% |
| 3M | +11.5% | +2.7% | +8.7% | +10.1% |
| 6M | -3.5% | -21.7% | +18.1% | +2.5% |
| YTD | +3.7% | -17.5% | +21.2% | +8.2% |
| 1Y | -7.9% | -39.3% | +31.4% | +4.2% |
| 3Y | +24.7% | -49.8% | +74.5% | +43.7% |
| 5Y | +13.6% | -60.1% | +73.7% | +32.4% |
| All | +225.0% | +66.0% | +158.9% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling