+22.5%
ON vs SHW
+15.0%
+7.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | -4.1% | +4.2% | -8.4% | -6.3% |
| 30D | -10.2% | +11.3% | -21.5% | -16.2% |
| 3M | -12.7% | -1.8% | -10.9% | -12.3% |
| 6M | -32.5% | +12.7% | -45.3% | -39.1% |
| YTD | +28.6% | +10.4% | +18.1% | +17.5% |
| 1Y | +43.4% | +4.7% | +38.7% | +35.9% |
| 3Y | +3.3% | +42.7% | -39.4% | -20.4% |
| 5Y | +22.5% | +14.5% | +8.0% | +4.5% |
| All | +22.5% | +15.0% | +7.5% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling