+292.3%
SHW vs FTV
+127.6%
+164.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +1.9% | +3.9% | -2.0% | -0.1% |
| 30D | +8.1% | +18.7% | -10.6% | -1.0% |
| 3M | -2.8% | +10.0% | -12.8% | -7.5% |
| 6M | +15.0% | +14.6% | +0.5% | +7.0% |
| YTD | +9.0% | +23.4% | -14.4% | -3.4% |
| 1Y | +4.5% | +31.3% | -26.8% | -10.5% |
| 3Y | +41.9% | +39.8% | +2.1% | +15.4% |
| 5Y | +10.7% | +17.7% | -7.0% | -2.9% |
| 10Y | +340.4% | +110.2% | +230.1% | +183.9% |
| All | +292.3% | +127.6% | +164.8% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling