+10.2%
SHW vs NSC
+31.3%
-21.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.5% |
| 7D | +1.9% | +2.5% | -0.6% | +0.8% |
| 30D | +8.1% | +1.7% | +6.4% | +7.4% |
| 3M | -2.8% | -2.6% | -0.2% | -1.6% |
| 6M | +15.0% | +6.4% | +8.6% | +11.4% |
| YTD | +9.0% | +15.5% | -6.5% | +1.7% |
| 1Y | +4.5% | +17.6% | -13.1% | -3.3% |
| 3Y | +41.9% | +75.0% | -33.1% | +5.6% |
| All | +10.2% | +31.3% | -21.0% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling