+1,250.5%
NOK vs SHW
+10,752.5%
-9,502.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +5.4% | +1.9% | +3.4% | +4.6% |
| 30D | -14.1% | +8.1% | -22.2% | -17.4% |
| 3M | -23.6% | -2.8% | -20.8% | -23.4% |
| 6M | -45.1% | +15.0% | -60.2% | -49.4% |
| YTD | +24.7% | +9.0% | +15.7% | +16.7% |
| 1Y | +19.0% | +4.5% | +14.5% | +13.2% |
| 3Y | +147.0% | +41.9% | +105.2% | +103.3% |
| 5Y | +58.2% | +10.7% | +47.4% | +41.2% |
| 10Y | +122.3% | +340.4% | -218.1% | +3.5% |
| All | +1,250.5% | +10,752.5% | -9,502.0% | +53.7% |
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 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