+250.5%
NEM vs SHW
+21.1%
+229.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.8% |
| 7D | +3.1% | -3.2% | +6.3% | +4.1% |
| 30D | +10.0% | -11.4% | +21.4% | +14.3% |
| 3M | +30.9% | +3.5% | +27.4% | +29.2% |
| 6M | +10.5% | -3.4% | +13.9% | +11.4% |
| YTD | +29.7% | -0.3% | +30.1% | +29.7% |
| 1Y | +71.1% | -10.4% | +81.6% | +75.5% |
| All | +250.5% | +21.1% | +229.4% | +215.4% |
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