+523.3%
ON vs SHW
+339.2%
+184.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +12.2% | +1.9% | +10.3% | +10.9% |
| 30D | -3.1% | +8.1% | -11.2% | -9.1% |
| 3M | -12.9% | -2.8% | -10.1% | -11.9% |
| 6M | -38.6% | +15.0% | -53.6% | -46.5% |
| YTD | +31.2% | +9.0% | +22.2% | +18.6% |
| 1Y | +47.6% | +4.5% | +43.2% | +37.9% |
| 3Y | +6.6% | +41.9% | -35.2% | -22.6% |
| 5Y | +21.3% | +10.7% | +10.5% | +4.5% |
| All | +523.3% | +339.2% | +184.1% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling