+26.7%
NFLX vs SHW
+14.2%
+12.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.1% |
| 7D | -5.0% | -1.2% | -3.8% | -4.6% |
| 30D | +3.5% | -11.6% | +15.1% | +8.1% |
| 3M | -7.1% | +9.1% | -16.2% | -10.2% |
| 6M | -22.5% | -0.7% | -21.8% | -22.9% |
| YTD | -18.1% | +1.4% | -19.5% | -19.7% |
| 1Y | -38.3% | -12.3% | -26.1% | -36.0% |
| 3Y | +73.4% | +23.4% | +50.0% | +48.6% |
| 5Y | +26.7% | +15.0% | +11.7% | +5.9% |
| All | +26.7% | +14.2% | +12.4% | +5.9% |
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