+280.4%
SHW vs NTRS
+259.9%
+20.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.4% |
| 7D | -3.1% | +1.4% | -4.5% | -3.6% |
| 30D | -10.0% | -0.7% | -9.4% | -9.8% |
| 3M | +2.3% | +11.3% | -9.1% | -2.0% |
| 6M | +0.7% | +35.5% | -34.9% | -10.8% |
| YTD | +0.5% | +40.6% | -40.1% | -12.6% |
| 1Y | -11.5% | +49.2% | -60.7% | -24.9% |
| 3Y | +21.3% | +167.2% | -145.9% | -19.6% |
| 5Y | +12.5% | +94.9% | -82.4% | -17.7% |
| All | +280.4% | +259.9% | +20.5% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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