+153.5%
SHW vs NTR
+97.9%
+55.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | -10.0% | +16.8% | -26.8% | -13.1% |
| 3M | +2.3% | +20.7% | -18.5% | -2.2% |
| 6M | +0.7% | +0.5% | +0.1% | -0.3% |
| YTD | +0.5% | +29.2% | -28.7% | -6.7% |
| 1Y | -11.5% | +39.6% | -51.1% | -19.7% |
| 3Y | +21.3% | +37.9% | -16.5% | +8.5% |
| 5Y | +12.5% | +47.1% | -34.5% | -11.6% |
| All | +153.5% | +97.9% | +55.6% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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