+6.4%
OXY vs SHW
+288.7%
-282.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | 0.0% |
| 7D | +2.8% | -3.1% | +6.0% | +3.6% |
| 30D | +5.5% | -10.0% | +15.5% | +8.2% |
| 3M | +11.3% | +2.3% | +9.0% | +9.5% |
| 6M | +11.6% | +0.7% | +10.9% | +9.1% |
| YTD | +51.6% | +0.5% | +51.1% | +47.9% |
| 1Y | +36.2% | -11.5% | +47.7% | +38.3% |
| 3Y | +1.7% | +21.3% | -19.6% | -9.2% |
| 5Y | +164.5% | +12.5% | +151.9% | +135.6% |
| All | +6.4% | +288.7% | -282.3% | -40.7% |
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