+96.4%
SHW vs ONTO
+508.7%
-412.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.9% | -8.8% | -1.2% |
| 7D | -2.1% | +16.4% | -18.5% | -4.6% |
| 30D | +11.1% | -21.4% | +32.5% | +14.1% |
| 3M | -2.2% | -32.7% | +30.6% | +2.2% |
| 6M | +14.3% | -25.2% | +39.5% | +14.8% |
| YTD | +10.6% | +36.2% | -25.7% | -1.1% |
| 1Y | +4.1% | +61.2% | -57.1% | -9.8% |
| 3Y | +42.9% | +58.7% | -15.8% | +13.3% |
| 5Y | +14.2% | +143.6% | -129.4% | -22.5% |
| All | +96.4% | +508.7% | -412.3% | -10.5% |
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