+19,949.9%
SHW vs OMC
+5,896.1%
+14,053.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.7% |
| 7D | -1.2% | -5.8% | +4.6% | +0.6% |
| 30D | -11.6% | -4.8% | -6.8% | -10.3% |
| 3M | +9.1% | +9.2% | -0.1% | +5.9% |
| 6M | -0.7% | -2.5% | +1.8% | -0.3% |
| YTD | +1.4% | +2.6% | -1.2% | -1.0% |
| 1Y | -12.3% | +5.9% | -18.2% | -15.5% |
| 3Y | +23.4% | +14.2% | +9.2% | +15.1% |
| 5Y | +15.0% | +33.2% | -18.2% | +0.8% |
| 10Y | +278.3% | +33.4% | +244.9% | +217.6% |
| All | +19,949.9% | +5,896.1% | +14,053.8% | +7,343.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling