+247.2%
ORCL vs SHW
+342.6%
-95.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -6.5% | +4.2% | -10.8% | -7.8% |
| 30D | -16.6% | +11.3% | -27.8% | -20.0% |
| 3M | -21.6% | -1.8% | -19.8% | -21.6% |
| 6M | -39.4% | +12.7% | -52.1% | -42.6% |
| YTD | -38.7% | +10.4% | -49.1% | -42.0% |
| 1Y | -50.4% | +4.7% | -55.1% | -52.2% |
| 3Y | +8.1% | +42.7% | -34.6% | -9.5% |
| 5Y | +34.5% | +14.5% | +20.0% | +20.7% |
| All | +247.2% | +342.6% | -95.4% | +94.5% |
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