+45.8%
SHW vs NXT
+181.9%
-136.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | -1.2% | +2.9% | -4.0% | -1.4% |
| 30D | -11.6% | -17.2% | +5.6% | -10.4% |
| 3M | +9.1% | -32.0% | +41.1% | +11.8% |
| 6M | -0.7% | -15.8% | +15.1% | -0.5% |
| YTD | +1.4% | -1.9% | +3.3% | +0.2% |
| 1Y | -12.3% | +22.5% | -34.8% | -15.3% |
| 3Y | +23.4% | +100.5% | -77.2% | +10.4% |
| All | +45.8% | +181.9% | -136.2% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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