+21.3%
SHW vs NYT
+56.2%
-34.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.8% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | -10.0% | +4.6% | -14.6% | -10.8% |
| 3M | +2.3% | -9.6% | +11.8% | +3.7% |
| 6M | +0.7% | -14.0% | +14.7% | +2.9% |
| YTD | +0.5% | -2.8% | +3.3% | 0.0% |
| 1Y | -11.5% | +15.6% | -27.1% | -15.4% |
| 3Y | +21.3% | +56.3% | -35.0% | +1.8% |
| All | +21.3% | +56.2% | -34.9% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling