+12.9%
SHW vs USFR
+20.4%
-7.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.2% | +0.1% | -3.3% | -3.0% |
| 30D | -11.4% | +0.3% | -11.7% | -10.7% |
| 3M | +3.5% | +1.0% | +2.5% | +6.4% |
| 6M | -3.4% | +1.9% | -5.3% | +2.2% |
| YTD | -0.3% | +2.7% | -3.0% | +7.5% |
| 1Y | -10.4% | +4.0% | -14.4% | +0.5% |
| 3Y | +21.3% | +14.0% | +7.3% | +91.5% |
| 5Y | +12.9% | +20.4% | -7.6% | +139.5% |
| All | +12.9% | +20.4% | -7.6% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling