+361.0%
ORLY vs SHW
+288.7%
+72.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | -0.3% |
| 7D | -2.4% | -3.1% | +0.8% | -1.2% |
| 30D | -6.8% | -10.0% | +3.3% | -2.9% |
| 3M | -4.8% | +2.3% | -7.0% | -6.0% |
| 6M | -9.1% | +0.7% | -9.7% | -10.0% |
| YTD | -5.9% | +0.5% | -6.4% | -7.0% |
| 1Y | -20.4% | -11.5% | -8.9% | -17.4% |
| 3Y | +36.6% | +21.3% | +15.3% | +22.5% |
| 5Y | +117.3% | +12.5% | +104.8% | +96.8% |
| All | +361.0% | +288.7% | +72.3% | +173.7% |
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