+75.3%
SHW vs ONTO
+661.2%
-585.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.5% |
| 7D | -4.5% | +6.5% | -11.0% | -5.5% |
| 30D | -12.7% | -15.9% | +3.2% | -10.6% |
| 3M | +4.7% | -0.2% | +4.8% | +2.2% |
| 6M | -3.4% | +38.7% | -42.2% | -11.7% |
| YTD | -1.3% | +70.4% | -71.7% | -13.5% |
| 1Y | -10.4% | +153.6% | -164.0% | -27.6% |
| 3Y | +20.1% | +109.2% | -89.1% | -8.2% |
| 5Y | +10.5% | +249.7% | -239.3% | -29.3% |
| All | +75.3% | +661.2% | -585.9% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 10y: compounded portfolio wealth divided by compounded ONTO 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…
10y analysis · Full analysis span regression · 6 months rolling