+11.1%
SHW vs NDAQ
+62.3%
-51.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +3.5% | +0.8% | +2.6% | +3.2% |
| 30D | +9.2% | +16.5% | -7.3% | +2.4% |
| 3M | -5.1% | +13.5% | -18.6% | -10.2% |
| 6M | +6.8% | +20.9% | -14.1% | -1.9% |
| YTD | +7.0% | +11.4% | -4.5% | +1.2% |
| 1Y | +4.1% | +25.9% | -21.8% | -7.4% |
| 3Y | +41.1% | +119.9% | -78.8% | -7.8% |
| All | +11.1% | +62.3% | -51.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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