+244.8%
ORCL vs SHW
+358.9%
-114.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | -11.2% | +3.5% | -14.6% | -12.5% |
| 30D | -18.8% | +9.2% | -28.1% | -21.7% |
| 3M | -18.8% | -5.1% | -13.7% | -17.9% |
| 6M | -39.7% | +6.8% | -46.6% | -41.9% |
| YTD | -39.6% | +7.0% | -46.6% | -42.3% |
| 1Y | -51.7% | +4.1% | -55.8% | -53.5% |
| 3Y | +10.2% | +41.1% | -30.8% | -7.5% |
| 5Y | +30.8% | +12.9% | +18.0% | +17.7% |
| All | +244.8% | +358.9% | -114.1% | +92.4% |
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