+19,418.0%
SHW vs NTRS
+7,716.8%
+11,701.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.5% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | -12.7% | +0.2% | -12.8% | -12.8% |
| 3M | +4.7% | +13.2% | -8.5% | +0.2% |
| 6M | -3.4% | +36.9% | -40.4% | -13.6% |
| YTD | -1.3% | +39.1% | -40.4% | -12.4% |
| 1Y | -10.4% | +50.4% | -60.8% | -22.7% |
| 3Y | +20.1% | +166.8% | -146.7% | -15.9% |
| 5Y | +10.5% | +92.9% | -82.4% | -15.3% |
| 10Y | +280.3% | +255.7% | +24.6% | +127.1% |
| All | +19,418.0% | +7,716.8% | +11,701.2% | +3,682.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling