+911.9%
NVDA vs SHW
+14.0%
+897.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | 0.0% |
| 7D | -0.3% | -3.2% | +2.9% | +1.4% |
| 30D | +2.8% | -11.4% | +14.2% | +9.4% |
| 3M | +7.4% | +3.5% | +3.9% | +4.4% |
| 6M | +22.6% | -3.4% | +26.0% | +23.0% |
| YTD | +20.1% | -0.3% | +20.4% | +17.5% |
| 1Y | +31.2% | -10.4% | +41.6% | +36.3% |
| 3Y | +391.7% | +21.3% | +370.4% | +306.5% |
| 5Y | +911.9% | +12.9% | +899.0% | +757.8% |
| All | +911.9% | +14.0% | +897.8% | +757.8% |
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