+59.6%
FCX vs SHW
-7.8%
+67.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -4.9% | -3.2% | -1.6% | -3.3% |
| 30D | +4.8% | -9.5% | +14.3% | +9.9% |
| 3M | +4.6% | +11.5% | -6.8% | -2.6% |
| 6M | +10.8% | -3.5% | +14.4% | +12.3% |
| YTD | +44.2% | +3.7% | +40.5% | +39.3% |
| 1Y | +59.6% | -7.9% | +67.5% | +71.5% |
| All | +59.6% | -7.8% | +67.4% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 1y: compounded portfolio wealth divided by compounded SHW 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…
1y analysis · Full analysis span regression · 6 months rolling