+97.6%
SHW vs ONTO
+449.2%
-351.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +12.0% | -8.0% | +2.3% |
| 7D | +1.6% | +1.4% | +0.2% | +0.9% |
| 30D | +12.1% | -34.1% | +46.2% | +18.1% |
| 3M | -3.0% | -37.1% | +34.1% | +2.3% |
| 6M | +13.5% | -31.8% | +45.4% | +15.6% |
| YTD | +11.2% | +22.9% | -11.7% | +1.1% |
| 1Y | +6.2% | +39.5% | -33.3% | -5.9% |
| 3Y | +45.6% | +57.7% | -12.0% | +14.5% |
| 5Y | +15.6% | +115.8% | -100.2% | -20.0% |
| All | +97.6% | +449.2% | -351.6% | -8.5% |
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