-27.4%
ON vs SHW
+23.8%
-51.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.2% | -3.1% |
| 7D | -2.2% | -1.2% | -1.0% | -1.4% |
| 30D | -12.4% | -11.6% | -0.8% | -6.1% |
| 3M | -41.2% | +9.1% | -50.3% | -45.9% |
| 6M | +25.0% | -0.7% | +25.7% | +22.7% |
| YTD | +31.3% | +1.4% | +29.9% | +26.7% |
| 1Y | +45.4% | -12.3% | +57.7% | +55.9% |
| 3Y | -27.4% | +23.4% | -50.8% | -39.3% |
| All | -27.4% | +23.8% | -51.2% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling