+84.3%
SHW vs ONTO
+658.6%
-574.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.2% | -5.7% | -0.5% |
| 7D | -3.2% | -1.0% | -2.2% | -3.1% |
| 30D | -9.5% | -2.9% | -6.6% | -9.6% |
| 3M | +11.5% | -2.5% | +13.9% | +9.1% |
| 6M | -3.5% | +28.2% | -31.8% | -10.6% |
| YTD | +3.7% | +69.8% | -66.1% | -9.0% |
| 1Y | -7.9% | +162.9% | -170.8% | -26.1% |
| 3Y | +24.7% | +95.9% | -71.2% | -3.2% |
| 5Y | +13.6% | +244.5% | -230.9% | -27.0% |
| All | +84.3% | +658.6% | -574.3% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling