+20,418.4%
SHW vs NSC
+5,745.4%
+14,673.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -3.2% | -5.5% | +2.3% | -1.3% |
| 30D | -9.5% | -3.2% | -6.3% | -8.5% |
| 3M | +11.5% | +7.7% | +3.8% | +8.3% |
| 6M | -3.5% | +4.5% | -8.1% | -5.4% |
| YTD | +3.7% | +15.6% | -11.8% | -1.8% |
| 1Y | -7.9% | +19.8% | -27.7% | -14.0% |
| 3Y | +24.7% | +70.1% | -45.4% | +1.2% |
| 5Y | +13.6% | +46.1% | -32.5% | -3.4% |
| 10Y | +283.0% | +328.1% | -45.1% | +121.0% |
| All | +20,418.4% | +5,745.4% | +14,673.0% | +3,880.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling