-26.1%
NOW vs SHW
+14.0%
-40.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -1.9% | -4.3% |
| 7D | -6.7% | +5.7% | -12.4% | -9.1% |
| 30D | -25.8% | +8.7% | -34.5% | -28.9% |
| 3M | -12.7% | -5.4% | -7.3% | -11.0% |
| 6M | +11.2% | +12.2% | -1.0% | +4.1% |
| YTD | -33.2% | +8.5% | -41.7% | -37.6% |
| 1Y | -41.8% | +4.9% | -46.7% | -44.7% |
| 3Y | -15.7% | +42.8% | -58.5% | -34.7% |
| All | -26.1% | +14.0% | -40.1% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling