+363.4%
ORCL vs SHW
+275.8%
+87.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.6% | +3.1% |
| 7D | +15.0% | -1.2% | +16.2% | +15.4% |
| 30D | +10.5% | -11.6% | +22.1% | +15.2% |
| 3M | -23.0% | +9.1% | -32.1% | -25.7% |
| 6M | +7.0% | -0.7% | +7.7% | +6.1% |
| YTD | -15.8% | +1.4% | -17.2% | -17.4% |
| 1Y | -31.1% | -12.3% | -18.8% | -29.0% |
| 3Y | +33.3% | +23.4% | +9.9% | +18.8% |
| 5Y | +94.3% | +15.0% | +79.3% | +74.0% |
| 10Y | +363.4% | +278.3% | +85.1% | +181.6% |
| All | +363.4% | +275.8% | +87.5% | +181.6% |
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