+534.6%
SHW vs USFR
+27.5%
+507.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -9.5% | +0.3% | -9.8% | -9.5% |
| 3M | +11.5% | +1.0% | +10.5% | +11.4% |
| 6M | -3.5% | +1.9% | -5.5% | -3.7% |
| YTD | +3.7% | +2.6% | +1.1% | +3.5% |
| 1Y | -7.9% | +4.0% | -11.9% | -8.2% |
| 3Y | +24.7% | +14.1% | +10.6% | +23.4% |
| 5Y | +13.6% | +20.4% | -6.8% | +11.7% |
| 10Y | +283.0% | +28.0% | +254.9% | +273.7% |
| All | +534.6% | +27.5% | +507.1% | +526.9% |
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