+19,418.1%
SHW vs NYT
+754.3%
+18,663.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | -0.7% | -3.7% | -4.3% |
| 30D | -12.7% | +4.5% | -17.1% | -13.6% |
| 3M | +4.7% | -8.5% | +13.2% | +6.3% |
| 6M | -3.4% | -15.1% | +11.6% | -0.4% |
| YTD | -1.3% | -3.3% | +2.0% | -1.5% |
| 1Y | -10.4% | +17.0% | -27.3% | -14.3% |
| 3Y | +20.1% | +55.7% | -35.6% | +6.3% |
| 5Y | +10.5% | +38.9% | -28.4% | -1.7% |
| 10Y | +280.3% | +485.3% | -205.0% | +135.4% |
| All | +19,418.1% | +754.3% | +18,663.7% | +9,141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling