+21.3%
SHW vs NTRS
+168.2%
-146.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.5% |
| 7D | -3.1% | +1.4% | -4.5% | -3.6% |
| 30D | -10.0% | -0.7% | -9.4% | -9.9% |
| 3M | +2.3% | +11.3% | -9.1% | -1.7% |
| 6M | +0.7% | +35.5% | -34.9% | -10.1% |
| YTD | +0.5% | +40.6% | -40.1% | -11.9% |
| 1Y | -11.5% | +49.2% | -60.7% | -24.3% |
| 3Y | +21.3% | +167.2% | -145.9% | -22.2% |
| All | +21.3% | +168.2% | -146.8% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling