+14.2%
SHW vs FTV
+17.2%
-3.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.1% | -0.7% | -1.5% | -1.8% |
| 30D | +11.1% | +18.3% | -7.2% | +1.7% |
| 3M | -2.2% | +10.2% | -12.4% | -7.1% |
| 6M | +14.3% | +12.8% | +1.5% | +7.0% |
| YTD | +10.6% | +23.4% | -12.8% | -2.4% |
| 1Y | +4.1% | +31.4% | -27.4% | -11.5% |
| 3Y | +42.9% | +38.7% | +4.2% | +14.4% |
| 5Y | +14.2% | +18.6% | -4.4% | -1.4% |
| All | +14.2% | +17.2% | -3.0% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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