+1,449.6%
NET vs SHW
+98.8%
+1,350.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -7.0% | -3.2% | -3.7% | -5.3% |
| 30D | -4.8% | -9.5% | +4.7% | +0.3% |
| 3M | +3.8% | +11.5% | -7.6% | -3.1% |
| 6M | +50.0% | -3.5% | +53.6% | +50.1% |
| YTD | +41.5% | +3.7% | +37.8% | +33.9% |
| 1Y | +32.8% | -7.9% | +40.7% | +34.5% |
| 3Y | +335.9% | +24.7% | +311.2% | +256.8% |
| 5Y | +113.8% | +13.6% | +100.2% | +78.6% |
| All | +1,449.6% | +98.8% | +1,350.8% | +945.7% |
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 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