+4.7%
SHW vs FDX
+53.9%
-49.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +4.2% | +0.5% | +3.8% | +4.1% |
| 30D | +11.3% | +9.5% | +1.7% | +7.4% |
| 3M | -1.8% | -1.3% | -0.5% | -1.4% |
| 6M | +12.7% | +5.5% | +7.2% | +9.2% |
| YTD | +10.4% | +38.9% | -28.4% | -5.6% |
| 1Y | +4.7% | +58.8% | -54.1% | -15.4% |
| All | +4.7% | +53.9% | -49.2% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling