+521.8%
NOW vs SHW
+343.1%
+178.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.0% | +3.1% |
| 7D | -5.6% | -2.1% | -3.4% | -4.5% |
| 30D | -26.8% | +11.1% | -37.9% | -31.2% |
| 3M | -19.4% | -2.2% | -17.3% | -19.2% |
| 6M | +12.3% | +14.3% | -2.0% | +2.7% |
| YTD | -32.9% | +10.6% | -43.5% | -38.8% |
| 1Y | -40.3% | +4.1% | -44.4% | -43.6% |
| 3Y | -19.1% | +42.9% | -61.9% | -38.1% |
| 5Y | -24.4% | +14.2% | -38.6% | -35.4% |
| 10Y | +521.8% | +346.7% | +175.1% | +124.2% |
| All | +521.8% | +343.1% | +178.7% | +124.2% |
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