+41.4%
NFLX vs SHW
+44.1%
-2.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.3% | +4.2% | -4.5% | -1.0% |
| 30D | -10.0% | +11.3% | -21.3% | -11.6% |
| 3M | -17.1% | -1.8% | -15.3% | -17.1% |
| 6M | -27.7% | +12.7% | -40.4% | -29.0% |
| YTD | -32.5% | +10.4% | -43.0% | -34.1% |
| 1Y | -43.5% | +4.7% | -48.2% | -44.2% |
| 3Y | +41.4% | +42.7% | -1.2% | +32.6% |
| All | +41.4% | +44.1% | -2.7% | +32.6% |
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 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