+23.8%
SHW vs NVD
-99.2%
+123.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -2.1% |
| 7D | -1.2% | -7.7% | +6.5% | -1.5% |
| 30D | -11.6% | -5.8% | -5.8% | -11.7% |
| 3M | +9.1% | -23.2% | +32.3% | +8.2% |
| 6M | -0.7% | -49.7% | +49.1% | -3.1% |
| YTD | +1.4% | -47.7% | +49.0% | -0.8% |
| 1Y | -12.3% | -61.3% | +49.1% | -15.0% |
| 3Y | +23.4% | -99.2% | +122.5% | -5.6% |
| All | +23.8% | -99.2% | +123.0% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling