+449.3%
NVDA vs SHW
+12.4%
+436.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.8% |
| 7D | -8.5% | +0.7% | -9.2% | -8.9% |
| 30D | -27.3% | +8.4% | -35.7% | -30.6% |
| 3M | -25.8% | -2.2% | -23.5% | -25.5% |
| 6M | -24.6% | +13.3% | -37.9% | -30.7% |
| YTD | -10.7% | +9.2% | -19.9% | -17.1% |
| 1Y | -14.0% | +2.9% | -16.9% | -17.5% |
| 3Y | +244.9% | +41.1% | +203.8% | +160.8% |
| 5Y | +449.3% | +11.0% | +438.3% | +374.4% |
| All | +449.3% | +12.4% | +436.8% | +374.4% |
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 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