-2.2%
NFLX vs SHW
+15.0%
-17.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -0.3% | +4.2% | -4.5% | -1.7% |
| 30D | -10.0% | +11.3% | -21.3% | -13.5% |
| 3M | -17.1% | -1.8% | -15.3% | -16.8% |
| 6M | -27.7% | +12.7% | -40.4% | -31.1% |
| YTD | -32.5% | +10.4% | -43.0% | -36.0% |
| 1Y | -43.5% | +4.7% | -48.2% | -45.3% |
| 3Y | +41.4% | +42.7% | -1.2% | +13.7% |
| 5Y | -2.2% | +14.5% | -16.8% | -18.4% |
| All | -2.2% | +15.0% | -17.2% | -18.4% |
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 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