+12.9%
SHW vs NWSA
+40.1%
-27.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -3.2% | -3.1% | -0.1% | -2.1% |
| 30D | -11.4% | +4.3% | -15.7% | -12.8% |
| 3M | +3.5% | +9.2% | -5.7% | -0.1% |
| 6M | -3.4% | +21.6% | -24.9% | -10.6% |
| YTD | -0.3% | +14.2% | -14.6% | -6.0% |
| 1Y | -10.4% | +1.8% | -12.2% | -11.8% |
| 3Y | +21.3% | +44.4% | -23.1% | +4.0% |
| 5Y | +12.9% | +41.0% | -28.1% | -8.5% |
| All | +12.9% | +40.1% | -27.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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