+280.4%
SHW vs NOC
+192.5%
+87.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.1% | +0.8% | -3.9% | -3.3% |
| 30D | -10.0% | -9.7% | -0.3% | -7.5% |
| 3M | +2.3% | -5.6% | +7.9% | +3.6% |
| 6M | +0.7% | -28.6% | +29.3% | +10.1% |
| YTD | +0.5% | -7.9% | +8.4% | +1.8% |
| 1Y | -11.5% | -9.5% | -2.0% | -10.0% |
| 3Y | +21.3% | +28.4% | -7.0% | +8.4% |
| 5Y | +12.5% | +59.0% | -46.4% | -10.2% |
| All | +280.4% | +192.5% | +87.9% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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