+373.5%
FCX vs SHW
+339.2%
+34.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -0.3% | +1.9% | -2.2% | -1.4% |
| 30D | -14.7% | +8.1% | -22.8% | -19.2% |
| 3M | -11.2% | -2.8% | -8.4% | -10.2% |
| 6M | -11.4% | +15.0% | -26.4% | -20.6% |
| YTD | +17.7% | +9.0% | +8.7% | +9.1% |
| 1Y | +47.5% | +4.5% | +43.0% | +40.4% |
| 3Y | +83.9% | +41.9% | +42.0% | +40.1% |
| 5Y | +54.0% | +10.7% | +43.2% | +34.8% |
| All | +373.5% | +339.2% | +34.3% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling