+5,990.1%
NKE vs SHW
+19,831.5%
-13,841.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.3% |
| 7D | -2.3% | -3.2% | +0.9% | -1.1% |
| 30D | -10.4% | -11.4% | +1.0% | -5.9% |
| 3M | -15.5% | +3.5% | -18.9% | -16.8% |
| 6M | -32.6% | -3.4% | -29.3% | -32.2% |
| YTD | -39.8% | -0.3% | -39.5% | -40.2% |
| 1Y | -47.6% | -10.4% | -37.1% | -45.8% |
| 3Y | -59.0% | +21.3% | -80.3% | -62.8% |
| 5Y | -74.9% | +12.9% | -87.8% | -77.0% |
| 10Y | -21.9% | +284.1% | -306.0% | -55.8% |
| All | +5,990.1% | +19,831.5% | -13,841.3% | +519.9% |
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 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