+827.0%
FCX vs SHW
+9,354.2%
-8,527.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | -2.4% | +4.2% | -6.6% | -4.4% |
| 30D | -18.0% | +11.3% | -29.2% | -22.6% |
| 3M | -14.3% | -1.8% | -12.5% | -14.0% |
| 6M | -1.7% | +12.7% | -14.4% | -9.0% |
| YTD | +19.8% | +10.4% | +9.4% | +12.3% |
| 1Y | +48.6% | +4.7% | +43.9% | +43.1% |
| 3Y | +85.8% | +42.7% | +43.1% | +51.4% |
| 5Y | +72.2% | +14.5% | +57.7% | +51.9% |
| 10Y | +386.3% | +340.7% | +45.6% | +123.6% |
| All | +827.0% | +9,354.2% | -8,527.2% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling