+53,441.7%
ORLY vs SHW
+9,957.5%
+43,484.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.4% |
| 7D | -2.3% | -1.2% | -1.2% | -1.9% |
| 30D | -8.2% | -11.6% | +3.4% | -4.0% |
| 3M | -3.5% | +9.1% | -12.6% | -6.9% |
| 6M | -9.2% | -0.7% | -8.5% | -9.6% |
| YTD | -5.8% | +1.4% | -7.2% | -7.1% |
| 1Y | -19.3% | -12.3% | -7.0% | -16.2% |
| 3Y | +34.4% | +23.4% | +11.1% | +21.4% |
| 5Y | +117.8% | +15.0% | +102.8% | +96.9% |
| 10Y | +356.9% | +278.3% | +78.7% | +161.8% |
| All | +53,441.7% | +9,957.5% | +43,484.2% | +11,318.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling