+17.9%
ONDS vs SHW
+40.7%
-22.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | 0.0% |
| 7D | -5.0% | -4.5% | -0.5% | -2.8% |
| 30D | -25.6% | -12.7% | -12.9% | -20.3% |
| 3M | -22.1% | +4.7% | -26.8% | -24.3% |
| 6M | -27.6% | -3.4% | -24.1% | -27.1% |
| YTD | -25.7% | -1.3% | -24.4% | -26.9% |
| 1Y | +30.4% | -10.4% | +40.7% | +34.9% |
| 3Y | +695.0% | +20.1% | +674.9% | +610.1% |
| 5Y | -2.2% | +10.5% | -12.6% | -14.7% |
| All | +17.9% | +40.7% | -22.8% | +19.2% |
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