+300.2%
NEM vs SHW
+281.7%
+18.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -3.3% | -4.5% | +1.2% | -2.3% |
| 30D | +7.8% | -12.7% | +20.5% | +11.3% |
| 3M | +36.3% | +4.7% | +31.6% | +34.6% |
| 6M | +6.6% | -3.4% | +10.0% | +7.3% |
| YTD | +27.1% | -1.3% | +28.5% | +27.4% |
| 1Y | +62.3% | -10.4% | +72.7% | +65.7% |
| 3Y | +245.1% | +20.1% | +225.0% | +228.2% |
| 5Y | +154.0% | +10.5% | +143.5% | +141.6% |
| All | +300.2% | +281.7% | +18.5% | +219.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling