+118.4%
ORLY vs SHW
+9.4%
+108.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -2.1% | -4.5% | +2.3% | -0.8% |
| 30D | -7.6% | -12.7% | +5.1% | -3.8% |
| 3M | -5.5% | +4.7% | -10.2% | -7.1% |
| 6M | -9.7% | -3.4% | -6.3% | -9.2% |
| YTD | -6.2% | -1.3% | -4.9% | -6.5% |
| 1Y | -18.6% | -10.4% | -8.3% | -16.6% |
| 3Y | +33.8% | +20.1% | +13.7% | +24.3% |
| All | +118.4% | +9.4% | +108.9% | +112.9% |
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