+504.6%
NOW vs SHW
+371.2%
+133.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -1.3% |
| 7D | -3.1% | +1.6% | -4.6% | -4.1% |
| 30D | -27.0% | +12.1% | -39.1% | -31.8% |
| 3M | -17.7% | -3.0% | -14.7% | -17.2% |
| 6M | +12.7% | +13.5% | -0.8% | +3.5% |
| YTD | -32.9% | +11.2% | -44.2% | -38.9% |
| 1Y | -40.4% | +6.2% | -46.6% | -44.3% |
| 3Y | -17.1% | +45.6% | -62.7% | -37.2% |
| 5Y | -25.7% | +15.6% | -41.3% | -36.9% |
| 10Y | +504.6% | +356.5% | +148.1% | +132.9% |
| All | +504.6% | +371.2% | +133.4% | +132.9% |
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 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