+1,526.4%
FERG vs SHW
+1,949.9%
-423.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +9.7% | +1.9% | +7.8% | +9.3% |
| 30D | +15.0% | +8.1% | +7.0% | +13.0% |
| 3M | +3.8% | -2.8% | +6.5% | +4.4% |
| 6M | +10.6% | +15.0% | -4.4% | +7.0% |
| YTD | +17.0% | +9.0% | +8.0% | +14.6% |
| 1Y | +7.1% | +4.5% | +2.6% | +5.9% |
| 3Y | +67.7% | +41.9% | +25.9% | +58.2% |
| 5Y | +76.4% | +10.7% | +65.7% | +68.4% |
| 10Y | +424.2% | +340.4% | +83.9% | +359.8% |
| All | +1,526.4% | +1,949.9% | -423.6% | +1,251.3% |
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