+22.4%
SHW vs OMC
+13.4%
+8.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.7% |
| 7D | -1.2% | -5.8% | +4.6% | +0.5% |
| 30D | -11.6% | -4.8% | -6.8% | -10.3% |
| 3M | +9.1% | +9.2% | -0.1% | +6.2% |
| 6M | -0.7% | -2.5% | +1.8% | -0.2% |
| YTD | +1.4% | +2.6% | -1.2% | +0.3% |
| 1Y | -12.3% | +5.9% | -18.2% | -14.7% |
| All | +22.4% | +13.4% | +8.9% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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