+9,944.1%
SHW vs O
+5,387.7%
+4,556.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | -9.5% | -1.9% | -7.6% | -8.9% |
| 3M | +11.5% | +3.8% | +7.6% | +9.9% |
| 6M | -3.5% | -4.7% | +1.2% | -1.8% |
| YTD | +3.7% | +12.5% | -8.8% | -0.7% |
| 1Y | -7.9% | +10.8% | -18.7% | -11.5% |
| 3Y | +24.7% | +28.8% | -4.1% | +13.0% |
| 5Y | +13.6% | +13.2% | +0.4% | +7.8% |
| 10Y | +283.0% | +53.5% | +229.5% | +214.4% |
| All | +9,944.1% | +5,387.7% | +4,556.3% | +3,098.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling