+327.1%
NET vs SHW
+25.2%
+301.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -7.0% | -3.2% | -3.7% | -6.1% |
| 30D | -4.8% | -9.5% | +4.7% | -2.0% |
| 3M | +3.8% | +11.5% | -7.6% | -0.2% |
| 6M | +50.0% | -3.5% | +53.6% | +51.4% |
| YTD | +41.5% | +3.7% | +37.8% | +36.0% |
| 1Y | +32.8% | -7.9% | +40.7% | +36.1% |
| All | +327.1% | +25.2% | +301.9% | +221.4% |
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