+15.0%
SHW vs FTI
-9.7%
+24.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | +0.4% |
| 7D | +1.9% | +4.3% | -2.4% | +3.3% |
| 30D | +8.1% | -4.7% | +12.7% | +6.6% |
| 3M | -2.8% | -13.5% | +10.7% | -6.7% |
| 6M | +15.0% | -8.7% | +23.8% | +13.4% |
| All | +15.0% | -9.7% | +24.8% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 6mo: compounded portfolio wealth divided by compounded FTI 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…
6mo analysis · Full analysis span regression · 6 months rolling