-21.2%
NOW vs SHW
+41.6%
-62.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -1.7% | +0.7% | -2.3% | -1.8% |
| 30D | -27.4% | +8.4% | -35.8% | -29.0% |
| 3M | -19.4% | -2.2% | -17.2% | -19.0% |
| 6M | +13.1% | +13.3% | -0.2% | +9.2% |
| YTD | -34.3% | +9.2% | -43.5% | -37.0% |
| 1Y | -41.8% | +2.9% | -44.7% | -42.5% |
| All | -21.2% | +41.6% | -62.7% | -31.8% |
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