+48.6%
SHW vs OSCR
-9.5%
+58.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.1% |
| 7D | -4.5% | +1.1% | -5.5% | -4.5% |
| 30D | -12.7% | +16.5% | -29.2% | -13.5% |
| 3M | +4.7% | +17.0% | -12.3% | +3.6% |
| 6M | -3.4% | +145.0% | -148.4% | -8.8% |
| YTD | -1.3% | +126.7% | -128.1% | -6.5% |
| 1Y | -10.4% | +67.2% | -77.6% | -14.1% |
| 3Y | +20.1% | +405.1% | -385.0% | +4.3% |
| 5Y | +10.5% | +86.2% | -75.7% | -7.1% |
| All | +48.6% | -9.5% | +58.1% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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