+52.7%
FCX vs SHW
+4.6%
+48.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -0.8% | -2.1% | +1.4% | +0.2% |
| 30D | -15.1% | +11.1% | -26.2% | -18.9% |
| 3M | -9.6% | -2.2% | -7.5% | -8.4% |
| 6M | -3.1% | +14.3% | -17.4% | -10.0% |
| YTD | +23.4% | +10.6% | +12.9% | +14.0% |
| 1Y | +52.7% | +4.1% | +48.6% | +49.2% |
| All | +52.7% | +4.6% | +48.1% | +49.2% |
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