+14.2%
SHW vs FXI
-6.5%
+20.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -2.1% | -1.9% | -0.2% | -1.8% |
| 30D | +11.1% | -0.6% | +11.7% | +11.2% |
| 3M | -2.2% | -4.9% | +2.7% | -1.4% |
| 6M | +14.3% | -8.8% | +23.1% | +15.9% |
| YTD | +10.6% | -10.7% | +21.3% | +12.4% |
| 1Y | +4.1% | -15.2% | +19.3% | +6.5% |
| 3Y | +42.9% | +42.5% | +0.4% | +34.1% |
| 5Y | +14.2% | -7.8% | +22.0% | +17.0% |
| All | +14.2% | -6.5% | +20.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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