+72.7%
NEM vs SHW
-7.8%
+80.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +0.3% | -3.2% | +3.5% | +1.6% |
| 30D | +23.1% | -9.5% | +32.6% | +27.8% |
| 3M | +18.5% | +11.5% | +7.0% | +12.7% |
| 6M | +7.8% | -3.5% | +11.3% | +7.6% |
| YTD | +29.1% | +3.7% | +25.4% | +28.0% |
| 1Y | +72.7% | -7.9% | +80.6% | +74.2% |
| All | +72.7% | -7.8% | +80.5% | +74.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling