+14.0%
SHW vs ONON
-23.0%
+36.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.9% |
| 7D | -1.2% | -1.7% | +0.5% | -0.9% |
| 30D | -11.6% | -27.4% | +15.8% | -7.8% |
| 3M | +9.1% | -26.5% | +35.6% | +13.5% |
| 6M | -0.7% | -34.2% | +33.6% | +4.6% |
| YTD | +1.4% | -41.3% | +42.7% | +8.2% |
| 1Y | -12.3% | -39.7% | +27.4% | -7.1% |
| 3Y | +23.4% | -7.8% | +31.2% | +20.8% |
| All | +14.0% | -23.0% | +36.9% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling