+10.5%
SHW vs OMC
+31.0%
-20.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | -4.5% | -6.2% | +1.8% | -2.4% |
| 30D | -12.7% | -7.6% | -5.1% | -10.5% |
| 3M | +4.7% | +7.4% | -2.7% | +2.0% |
| 6M | -3.4% | +0.1% | -3.6% | -3.9% |
| YTD | -1.3% | +0.4% | -1.8% | -2.6% |
| 1Y | -10.4% | +7.8% | -18.1% | -14.4% |
| 3Y | +20.1% | +11.8% | +8.3% | +11.4% |
| 5Y | +10.5% | +32.5% | -22.0% | -6.9% |
| All | +10.5% | +31.0% | -20.5% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling