+60.4%
FCX vs SHW
-10.7%
+71.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.1% |
| 7D | -1.9% | -4.5% | +2.6% | +0.1% |
| 30D | +3.4% | -12.7% | +16.1% | +9.9% |
| 3M | +15.0% | +4.7% | +10.3% | +10.7% |
| 6M | +14.6% | -3.4% | +18.1% | +15.6% |
| YTD | +41.2% | -1.3% | +42.5% | +39.9% |
| 1Y | +60.4% | -10.4% | +70.7% | +70.4% |
| All | +60.4% | -10.7% | +71.1% | +70.4% |
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