+566.9%
SHW vs USFR
+28.6%
+538.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.9% | +0.1% | +1.9% | +1.9% |
| 30D | +8.1% | +0.4% | +7.7% | +8.0% |
| 3M | -2.8% | +1.1% | -3.8% | -2.9% |
| 6M | +15.0% | +2.0% | +13.0% | +14.9% |
| YTD | +9.0% | +3.5% | +5.5% | +8.7% |
| 1Y | +4.5% | +4.1% | +0.4% | +4.2% |
| 3Y | +41.9% | +14.4% | +27.5% | +40.4% |
| 5Y | +10.7% | +21.4% | -10.7% | +8.9% |
| 10Y | +340.4% | +28.6% | +311.8% | +329.5% |
| All | +566.9% | +28.6% | +538.3% | +558.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling