+45.6%
SHW vs O
+36.9%
+8.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.6% |
| 7D | +1.6% | +3.3% | -1.8% | -0.2% |
| 30D | +12.1% | +10.3% | +1.7% | +6.5% |
| 3M | -3.0% | -3.5% | +0.5% | -1.3% |
| 6M | +13.5% | -1.3% | +14.8% | +14.1% |
| YTD | +11.2% | +10.3% | +0.9% | +6.0% |
| 1Y | +6.2% | +10.4% | -4.2% | +1.1% |
| 3Y | +45.6% | +40.0% | +5.6% | +17.0% |
| All | +45.6% | +36.9% | +8.7% | +17.0% |
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