+2,672.5%
NVDL vs SHW
+28.9%
+2,643.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -2.5% |
| 7D | +7.3% | -1.2% | +8.5% | +8.2% |
| 30D | -0.7% | -11.6% | +10.9% | +7.7% |
| 3M | +9.5% | +9.1% | +0.4% | +1.6% |
| 6M | +41.6% | -0.7% | +42.3% | +40.1% |
| YTD | +23.3% | +1.4% | +22.0% | +18.6% |
| 1Y | +40.3% | -12.3% | +52.6% | +51.0% |
| 3Y | +692.2% | +23.4% | +668.8% | +552.4% |
| All | +2,672.5% | +28.9% | +2,643.7% | +2,097.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling