+273.5%
SHW vs NSC
+336.2%
-62.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | -1.4% | -3.1% | -3.8% |
| 30D | -12.7% | -3.4% | -9.3% | -11.3% |
| 3M | +4.7% | +5.1% | -0.4% | +1.9% |
| 6M | -3.4% | +9.2% | -12.6% | -7.9% |
| YTD | -1.3% | +13.4% | -14.7% | -7.6% |
| 1Y | -10.4% | +20.8% | -31.1% | -18.5% |
| 3Y | +20.1% | +76.1% | -56.0% | -11.5% |
| 5Y | +10.5% | +45.3% | -34.8% | -11.8% |
| All | +273.5% | +336.2% | -62.6% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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