+120.2%
NEM vs SHW
+11.1%
+109.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -6.4% | +1.9% | -8.3% | -6.9% |
| 30D | +1.4% | +8.1% | -6.6% | -0.6% |
| 3M | -0.7% | -2.8% | +2.1% | -0.1% |
| 6M | -4.5% | +15.0% | -19.5% | -8.0% |
| YTD | +14.0% | +9.0% | +5.0% | +11.4% |
| 1Y | +27.3% | +4.5% | +22.8% | +25.3% |
| 3Y | +250.5% | +41.9% | +208.6% | +221.0% |
| All | +120.2% | +11.1% | +109.1% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling