+687.9%
NFLX vs SHW
+275.0%
+412.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | -8.1% | -3.2% | -4.9% | -6.9% |
| 30D | -0.3% | -11.4% | +11.1% | +4.5% |
| 3M | -6.6% | +3.5% | -10.1% | -8.2% |
| 6M | -22.7% | -3.4% | -19.3% | -22.4% |
| YTD | -18.9% | -0.3% | -18.6% | -20.1% |
| 1Y | -39.8% | -10.4% | -29.4% | -38.2% |
| 3Y | +71.7% | +21.3% | +50.4% | +50.1% |
| 5Y | +27.2% | +12.9% | +14.4% | +12.2% |
| 10Y | +687.9% | +284.1% | +403.8% | +335.2% |
| All | +687.9% | +275.0% | +412.9% | +335.2% |
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