+146.4%
SHW vs NIO
-43.2%
+189.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +4.0% |
| 7D | +1.6% | +6.9% | -5.3% | +1.3% |
| 30D | +12.1% | -4.7% | +16.8% | +12.3% |
| 3M | -3.0% | -28.1% | +25.1% | -1.6% |
| 6M | +13.5% | -41.7% | +55.2% | +16.1% |
| YTD | +11.2% | -33.1% | +44.4% | +12.8% |
| 1Y | +6.2% | -50.3% | +56.5% | +9.1% |
| 3Y | +45.6% | -54.4% | +100.0% | +47.0% |
| 5Y | +15.6% | -91.6% | +107.2% | +21.3% |
| All | +146.4% | -43.2% | +189.6% | +137.2% |
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