+284.1%
SHW vs FDX
+173.3%
+110.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | -3.2% | -2.3% | -0.9% | -2.5% |
| 30D | -11.4% | -4.9% | -6.5% | -10.0% |
| 3M | +3.5% | -6.5% | +9.9% | +5.5% |
| 6M | -3.4% | +6.7% | -10.0% | -5.9% |
| YTD | -0.3% | +33.9% | -34.2% | -9.9% |
| 1Y | -10.4% | +72.2% | -82.6% | -25.6% |
| 3Y | +21.3% | +60.2% | -38.9% | -0.1% |
| 5Y | +12.9% | +62.9% | -50.1% | -10.5% |
| 10Y | +284.1% | +178.8% | +105.3% | +119.6% |
| All | +284.1% | +173.3% | +110.8% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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