+14,551.4%
NVDA vs SHW
+281.7%
+14,269.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.6% |
| 7D | -4.3% | -4.5% | +0.2% | -1.5% |
| 30D | +0.5% | -12.7% | +13.2% | +9.3% |
| 3M | +9.1% | +4.7% | +4.4% | +4.5% |
| 6M | +18.5% | -3.4% | +21.9% | +18.7% |
| YTD | +17.4% | -1.3% | +18.7% | +15.1% |
| 1Y | +23.4% | -10.4% | +33.8% | +28.5% |
| 3Y | +380.6% | +20.1% | +360.5% | +294.3% |
| 5Y | +875.7% | +10.5% | +865.2% | +733.8% |
| All | +14,551.4% | +281.7% | +14,269.7% | +6,889.7% |
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