+102.7%
FCX vs SHW
+23.8%
+79.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.6% | +6.5% |
| 7D | +5.7% | -1.2% | +6.9% | +6.3% |
| 30D | +10.1% | -11.6% | +21.7% | +17.2% |
| 3M | +20.2% | +9.1% | +11.1% | +13.3% |
| 6M | +29.7% | -0.7% | +30.3% | +28.9% |
| YTD | +51.9% | +1.4% | +50.6% | +48.9% |
| 1Y | +66.0% | -12.3% | +78.2% | +76.3% |
| 3Y | +102.7% | +23.4% | +79.4% | +76.3% |
| All | +102.7% | +23.8% | +79.0% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling