+20,418.4%
SHW vs FDX
+4,233.7%
+16,184.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -3.2% | -2.5% | -0.7% | -2.5% |
| 30D | -9.5% | +3.8% | -13.3% | -10.6% |
| 3M | +11.5% | -1.3% | +12.8% | +11.7% |
| 6M | -3.5% | +5.0% | -8.6% | -5.4% |
| YTD | +3.7% | +39.6% | -35.9% | -6.8% |
| 1Y | -7.9% | +81.1% | -89.0% | -23.7% |
| 3Y | +24.7% | +63.0% | -38.3% | +4.0% |
| 5Y | +13.6% | +65.6% | -52.0% | -8.6% |
| 10Y | +283.0% | +183.4% | +99.6% | +148.0% |
| All | +20,418.4% | +4,233.7% | +16,184.8% | +5,895.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling