+21,774.2%
SHW vs FDX
+4,252.2%
+17,522.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -2.1% | -2.1% | -0.1% | -1.5% |
| 30D | +11.1% | +10.4% | +0.7% | +7.9% |
| 3M | -2.2% | +0.5% | -2.6% | -2.3% |
| 6M | +14.3% | +6.5% | +7.8% | +11.9% |
| YTD | +10.6% | +40.2% | -29.7% | -0.7% |
| 1Y | +4.1% | +52.1% | -48.0% | -8.8% |
| 3Y | +42.9% | +72.8% | -30.0% | +17.3% |
| 5Y | +14.2% | +76.3% | -62.1% | -9.6% |
| 10Y | +346.7% | +155.7% | +191.0% | +198.5% |
| All | +21,774.2% | +4,252.2% | +17,522.1% | +6,287.7% |
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