+15.6%
SHW vs ONTO
+112.9%
-97.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +12.0% | -8.0% | +2.7% |
| 7D | +1.6% | +1.4% | +0.2% | +1.1% |
| 30D | +12.1% | -34.1% | +46.2% | +16.8% |
| 3M | -3.0% | -37.1% | +34.1% | +1.1% |
| 6M | +13.5% | -31.8% | +45.4% | +15.1% |
| YTD | +11.2% | +22.9% | -11.7% | +2.8% |
| 1Y | +6.2% | +39.5% | -33.3% | -3.8% |
| 3Y | +45.6% | +57.7% | -12.0% | +18.3% |
| 5Y | +15.6% | +115.8% | -100.2% | -18.0% |
| All | +15.6% | +112.9% | -97.3% | -18.0% |
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