+280.4%
SHW vs USFR
+28.1%
+252.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -3.1% | +0.1% | -3.3% | -3.1% |
| 30D | -10.0% | +0.4% | -10.4% | -10.1% |
| 3M | +2.3% | +1.0% | +1.2% | +2.1% |
| 6M | +0.7% | +2.0% | -1.3% | +0.4% |
| YTD | +0.5% | +2.8% | -2.3% | +0.1% |
| 1Y | -11.5% | +4.1% | -15.6% | -12.0% |
| 3Y | +21.3% | +14.1% | +7.2% | +18.6% |
| 5Y | +12.5% | +20.6% | -8.0% | +7.7% |
| All | +280.4% | +28.1% | +252.3% | +258.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling