+556.7%
SHW vs NWSA
+102.5%
+454.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.1% |
| 7D | +1.9% | +2.2% | -0.3% | +1.2% |
| 30D | +8.1% | -8.8% | +16.8% | +11.3% |
| 3M | -2.8% | -6.5% | +3.7% | -0.8% |
| 6M | +15.0% | +1.5% | +13.5% | +13.9% |
| YTD | +9.0% | +4.0% | +5.0% | +6.5% |
| 1Y | +4.5% | +3.4% | +1.0% | +2.2% |
| 3Y | +41.9% | +34.8% | +7.0% | +26.4% |
| 5Y | +10.7% | +18.4% | -7.6% | +0.4% |
| 10Y | +340.4% | +149.2% | +191.2% | +188.5% |
| All | +556.7% | +102.5% | +454.2% | +347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling