+184.5%
NOK vs SHW
+21.1%
+163.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | +9.3% | -3.2% | +12.6% | +10.2% |
| 30D | +17.9% | -11.4% | +29.2% | +21.3% |
| 3M | -22.3% | +3.5% | -25.8% | -23.6% |
| 6M | +36.4% | -3.4% | +39.7% | +36.7% |
| YTD | +66.3% | -0.3% | +66.6% | +63.2% |
| 1Y | +134.4% | -10.4% | +144.9% | +140.8% |
| All | +184.5% | +21.1% | +163.4% | +139.7% |
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