+472.4%
NEM vs SHW
+20,170.2%
-19,697.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | +3.9% | -1.2% | +5.0% | +4.0% |
| 30D | +12.7% | -11.6% | +24.3% | +14.5% |
| 3M | +28.7% | +9.1% | +19.5% | +27.2% |
| 6M | +9.8% | -0.7% | +10.4% | +9.8% |
| YTD | +28.1% | +1.4% | +26.7% | +27.8% |
| 1Y | +69.3% | -12.3% | +81.6% | +71.7% |
| 3Y | +247.7% | +23.4% | +224.3% | +237.8% |
| 5Y | +153.4% | +15.0% | +138.4% | +145.9% |
| 10Y | +291.3% | +278.3% | +13.0% | +234.5% |
| All | +472.4% | +20,170.2% | -19,697.8% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling