+284.1%
SHW vs O
+49.9%
+234.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | -3.2% | -2.3% | -0.9% | -2.1% |
| 30D | -11.4% | -2.4% | -8.9% | -10.3% |
| 3M | +3.5% | -0.6% | +4.1% | +3.7% |
| 6M | -3.4% | -5.0% | +1.6% | -1.0% |
| YTD | -0.3% | +10.4% | -10.7% | -5.0% |
| 1Y | -10.4% | +6.6% | -17.0% | -13.3% |
| 3Y | +21.3% | +28.4% | -7.1% | +6.6% |
| 5Y | +12.9% | +15.3% | -2.4% | +4.2% |
| 10Y | +284.1% | +55.3% | +228.8% | +215.6% |
| All | +284.1% | +49.9% | +234.2% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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