+15.0%
SHW vs ONTO
+258.3%
-243.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -2.9% |
| 7D | -1.2% | +9.7% | -10.8% | -2.3% |
| 30D | -11.6% | -8.8% | -2.8% | -10.9% |
| 3M | +9.1% | +4.5% | +4.6% | +6.4% |
| 6M | -0.7% | +56.4% | -57.1% | -9.1% |
| YTD | +1.4% | +78.1% | -76.7% | -9.3% |
| 1Y | -12.3% | +171.3% | -183.5% | -26.9% |
| 3Y | +23.4% | +118.7% | -95.3% | -2.1% |
| 5Y | +15.0% | +269.4% | -254.4% | -21.7% |
| All | +15.0% | +258.3% | -243.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling