+124.5%
SHW vs NIO
-36.8%
+161.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -1.2% | -6.7% | +5.5% | -0.9% |
| 30D | -11.6% | -20.0% | +8.4% | -10.7% |
| 3M | +9.1% | -30.5% | +39.6% | +10.8% |
| 6M | -0.7% | -20.7% | +20.0% | 0.0% |
| YTD | +1.4% | -25.7% | +27.0% | +2.3% |
| 1Y | -12.3% | -38.6% | +26.3% | -10.9% |
| 3Y | +23.4% | -62.3% | +85.6% | +25.4% |
| 5Y | +15.0% | -90.1% | +105.1% | +19.9% |
| All | +124.5% | -36.8% | +161.4% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling