+7,836.4%
NVDA vs SHW
+339.2%
+7,497.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -12.7% | +1.9% | -14.7% | -13.9% |
| 30D | -26.4% | +8.1% | -34.5% | -30.7% |
| 3M | -27.6% | -2.8% | -24.9% | -27.3% |
| 6M | -27.7% | +15.0% | -42.8% | -36.0% |
| YTD | -12.5% | +9.0% | -21.5% | -20.6% |
| 1Y | -12.6% | +4.5% | -17.1% | -18.6% |
| 3Y | +235.9% | +41.9% | +194.1% | +140.6% |
| 5Y | +438.2% | +10.7% | +427.5% | +355.8% |
| All | +7,836.4% | +339.2% | +7,497.2% | +2,874.4% |
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