+22.8%
SHW vs NVD
-99.1%
+121.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.9% |
| 7D | -3.1% | +10.8% | -13.9% | -2.6% |
| 30D | -10.0% | +0.8% | -10.8% | -9.9% |
| 3M | +2.3% | -20.8% | +23.1% | +1.6% |
| 6M | +0.7% | -41.2% | +41.8% | -1.1% |
| YTD | +0.5% | -44.2% | +44.7% | -1.3% |
| 1Y | -11.5% | -54.2% | +42.7% | -13.5% |
| 3Y | +21.3% | -99.1% | +120.5% | -7.1% |
| All | +22.8% | -99.1% | +121.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 5y: compounded portfolio wealth divided by compounded NVD 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…
5y analysis · Full analysis span regression · 6 months rolling