+1,381.0%
NET vs SHW
+116.5%
+1,264.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.6% | -9.2% | -5.8% |
| 7D | -16.4% | +13.3% | -29.7% | -22.0% |
| 30D | -25.8% | +14.1% | -40.0% | -31.4% |
| 3M | -11.5% | +0.8% | -12.3% | -12.9% |
| 6M | +18.9% | +17.6% | +1.3% | +6.6% |
| YTD | +35.2% | +13.0% | +22.2% | +21.1% |
| 1Y | +14.5% | +7.0% | +7.5% | +5.9% |
| 3Y | +313.8% | +48.8% | +265.0% | +201.8% |
| 5Y | +32.6% | +19.4% | +13.2% | +6.3% |
| All | +1,381.0% | +116.5% | +1,264.5% | +845.6% |
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