+45.4%
ORCL vs SHW
+12.4%
+33.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | +10.4% | +0.7% | +9.7% | +10.2% |
| 30D | -11.2% | +8.4% | -19.7% | -13.3% |
| 3M | -16.8% | -2.2% | -14.5% | -16.5% |
| 6M | -31.5% | +13.3% | -44.8% | -34.2% |
| YTD | -33.9% | +9.2% | -43.1% | -36.3% |
| 1Y | -43.3% | +2.9% | -46.2% | -44.3% |
| 3Y | +16.5% | +41.1% | -24.6% | +1.0% |
| 5Y | +45.4% | +11.0% | +34.4% | +37.2% |
| All | +45.4% | +12.4% | +33.0% | +37.2% |
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 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