+112.5%
NET vs SHW
+15.5%
+97.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -7.0% | -3.2% | -3.7% | -5.1% |
| 30D | -4.8% | -9.5% | +4.7% | +1.2% |
| 3M | +3.8% | +11.5% | -7.6% | -4.4% |
| 6M | +50.0% | -3.5% | +53.6% | +50.2% |
| YTD | +41.5% | +3.7% | +37.8% | +32.0% |
| 1Y | +32.8% | -7.9% | +40.7% | +34.9% |
| 3Y | +335.9% | +24.7% | +311.2% | +226.1% |
| All | +112.5% | +15.5% | +97.0% | +55.5% |
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