+23.4%
SHW vs O
+30.3%
-6.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -1.2% | -0.6% | -0.6% | -0.9% |
| 30D | -11.6% | -2.0% | -9.6% | -10.7% |
| 3M | +9.1% | +3.0% | +6.1% | +7.4% |
| 6M | -0.7% | -3.6% | +3.0% | +1.1% |
| YTD | +1.4% | +12.1% | -10.7% | -4.1% |
| 1Y | -12.3% | +8.9% | -21.2% | -16.1% |
| 3Y | +23.4% | +30.3% | -7.0% | +7.5% |
| All | +23.4% | +30.3% | -6.9% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling