+10.5%
SHW vs FOXA
+90.4%
-79.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.5% |
| 7D | -4.5% | -3.7% | -0.7% | -3.7% |
| 30D | -12.7% | +5.4% | -18.0% | -13.8% |
| 3M | +4.7% | -3.7% | +8.4% | +4.8% |
| 6M | -3.4% | +12.6% | -16.0% | -7.5% |
| YTD | -1.3% | -10.0% | +8.6% | +0.2% |
| 1Y | -10.4% | +15.0% | -25.4% | -15.4% |
| 3Y | +20.1% | +115.1% | -95.0% | -5.5% |
| 5Y | +10.5% | +93.0% | -82.5% | -14.3% |
| All | +10.5% | +90.4% | -79.9% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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