+70.7%
NEE vs SHW
+41.3%
+29.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.1% | +1.9% | -4.0% | -2.6% |
| 30D | +8.6% | +8.1% | +0.6% | +6.4% |
| 3M | -0.3% | -2.8% | +2.5% | +0.2% |
| 6M | -8.9% | +15.0% | -24.0% | -12.6% |
| YTD | +8.3% | +9.0% | -0.7% | +5.2% |
| 1Y | +4.3% | +4.5% | -0.2% | +2.4% |
| 3Y | +70.7% | +41.9% | +28.9% | +30.2% |
| All | +70.7% | +41.3% | +29.5% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling