+514.0%
NOW vs SHW
+339.2%
+174.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +0.3% | +1.9% | -1.6% | -0.7% |
| 30D | -27.0% | +8.1% | -35.0% | -30.4% |
| 3M | -19.6% | -2.8% | -16.9% | -19.2% |
| 6M | +17.5% | +15.0% | +2.4% | +7.0% |
| YTD | -33.3% | +9.0% | -42.3% | -38.6% |
| 1Y | -39.8% | +4.5% | -44.3% | -43.3% |
| 3Y | -19.9% | +41.9% | -61.8% | -38.6% |
| 5Y | -26.1% | +10.7% | -36.8% | -35.7% |
| All | +514.0% | +339.2% | +174.7% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling