+242.8%
NVDA vs SHW
+41.6%
+201.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.0% |
| 7D | -8.5% | +0.7% | -9.2% | -8.7% |
| 30D | -27.3% | +8.4% | -35.7% | -29.2% |
| 3M | -25.8% | -2.2% | -23.5% | -25.3% |
| 6M | -24.6% | +13.3% | -37.9% | -28.2% |
| YTD | -10.7% | +9.2% | -19.9% | -14.5% |
| 1Y | -14.0% | +2.9% | -16.9% | -15.6% |
| All | +242.8% | +41.6% | +201.3% | +196.0% |
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