+166.2%
SHW vs FOXA
+99.6%
+66.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.3% |
| 7D | +1.9% | +2.7% | -0.8% | +1.2% |
| 30D | +8.1% | +10.0% | -1.9% | +5.3% |
| 3M | -2.8% | +5.0% | -7.8% | -4.3% |
| 6M | +15.0% | +3.4% | +11.7% | +12.7% |
| YTD | +9.0% | -5.5% | +14.5% | +9.0% |
| 1Y | +4.5% | +5.5% | -1.1% | +1.0% |
| 3Y | +41.9% | +139.3% | -97.4% | +6.3% |
| 5Y | +10.7% | +77.2% | -66.5% | -10.9% |
| All | +166.2% | +99.6% | +66.6% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling