+10.9%
SHW vs ONON
-24.2%
+35.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | -5.3% | +0.9% | -3.7% |
| 30D | -12.7% | -13.1% | +0.4% | -10.9% |
| 3M | +4.7% | -29.3% | +34.0% | +9.5% |
| 6M | -3.4% | -34.5% | +31.1% | +1.7% |
| YTD | -1.3% | -42.2% | +40.9% | +5.6% |
| 1Y | -10.4% | -37.3% | +27.0% | -5.5% |
| 3Y | +20.1% | -9.3% | +29.4% | +17.8% |
| All | +10.9% | -24.2% | +35.1% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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