+21,774.2%
SHW vs NOC
+17,615.3%
+4,158.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.1% | +4.9% | -7.0% | -3.4% |
| 30D | +11.1% | +13.6% | -2.5% | +7.2% |
| 3M | -2.2% | -3.9% | +1.7% | -1.4% |
| 6M | +14.3% | +1.4% | +12.9% | +13.3% |
| YTD | +10.6% | -2.2% | +12.8% | +10.1% |
| 1Y | +4.1% | -1.2% | +5.3% | +3.3% |
| 3Y | +42.9% | +25.0% | +17.8% | +31.0% |
| 5Y | +14.2% | +66.0% | -51.8% | -5.2% |
| 10Y | +346.7% | +161.4% | +185.3% | +221.2% |
| All | +21,774.2% | +17,615.3% | +4,158.9% | +6,976.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling