+34.4%
NVDA vs SHW
-7.8%
+42.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +5.9% | -3.2% | +9.1% | +6.3% |
| 30D | +5.1% | -9.5% | +14.6% | +6.4% |
| 3M | +5.4% | +11.5% | -6.1% | +3.7% |
| 6M | +26.0% | -3.5% | +29.5% | +25.6% |
| YTD | +23.7% | +3.7% | +19.9% | +22.3% |
| 1Y | +34.4% | -7.9% | +42.3% | +32.6% |
| All | +34.4% | -7.8% | +42.2% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling