+12.9%
SHW vs NSC
+44.1%
-31.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | -3.2% | -2.0% | -1.2% | -2.3% |
| 30D | -11.4% | -3.2% | -8.2% | -10.1% |
| 3M | +3.5% | +3.9% | -0.4% | +1.4% |
| 6M | -3.4% | +7.8% | -11.1% | -7.1% |
| YTD | -0.3% | +13.4% | -13.7% | -6.3% |
| 1Y | -10.4% | +20.3% | -30.7% | -18.0% |
| 3Y | +21.3% | +76.1% | -54.8% | -10.0% |
| 5Y | +12.9% | +45.0% | -32.1% | -9.5% |
| All | +12.9% | +44.1% | -31.2% | -9.5% |
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