+0.5%
FERG vs SHW
-10.7%
+11.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -1.0% | -4.5% | +3.4% | +1.3% |
| 30D | -11.8% | -12.7% | +0.9% | -5.5% |
| 3M | -1.2% | +4.7% | -5.9% | -4.9% |
| 6M | -2.3% | -3.4% | +1.1% | -1.7% |
| YTD | +0.8% | -1.3% | +2.1% | +1.1% |
| 1Y | +0.5% | -10.4% | +10.8% | +3.9% |
| All | +0.5% | -10.7% | +11.2% | +3.9% |
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