+572.1%
ON vs SHW
+281.7%
+290.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.4% |
| 7D | -4.7% | -4.5% | -0.3% | -1.6% |
| 30D | -13.5% | -12.7% | -0.8% | -4.9% |
| 3M | -36.3% | +4.7% | -41.0% | -39.8% |
| 6M | +17.8% | -3.4% | +21.2% | +17.5% |
| YTD | +29.6% | -1.3% | +30.9% | +27.0% |
| 1Y | +45.8% | -10.4% | +56.1% | +52.8% |
| 3Y | -28.3% | +20.1% | -48.4% | -40.3% |
| 5Y | +49.6% | +10.5% | +39.2% | +28.9% |
| All | +572.1% | +281.7% | +290.5% | +169.5% |
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