+62.3%
NEM vs SHW
-10.7%
+73.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -3.3% | -4.5% | +1.2% | -1.5% |
| 30D | +7.8% | -12.7% | +20.5% | +13.9% |
| 3M | +36.3% | +4.7% | +31.6% | +32.8% |
| 6M | +6.6% | -3.4% | +10.0% | +7.6% |
| YTD | +27.1% | -1.3% | +28.5% | +28.6% |
| 1Y | +62.3% | -10.4% | +72.7% | +66.9% |
| All | +62.3% | -10.7% | +73.1% | +66.9% |
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