+348.1%
FERG vs SHW
+281.7%
+66.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -1.0% | -4.5% | +3.4% | +0.4% |
| 30D | -11.8% | -12.7% | +0.9% | -8.0% |
| 3M | -1.2% | +4.7% | -5.9% | -2.9% |
| 6M | -2.3% | -3.4% | +1.1% | -1.5% |
| YTD | +0.8% | -1.3% | +2.1% | +1.0% |
| 1Y | +0.5% | -10.4% | +10.8% | +3.5% |
| 3Y | +51.4% | +20.1% | +31.3% | +45.3% |
| 5Y | +67.5% | +10.5% | +57.0% | +59.5% |
| All | +348.1% | +281.7% | +66.5% | +258.6% |
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