+346.7%
SHW vs OVV
+51.8%
+294.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.1% |
| 7D | -2.1% | +1.2% | -3.4% | -2.2% |
| 30D | +11.1% | -2.5% | +13.6% | +11.2% |
| 3M | -2.2% | +0.5% | -2.6% | -2.4% |
| 6M | +14.3% | +8.5% | +5.9% | +13.2% |
| YTD | +10.6% | +64.5% | -53.9% | +5.5% |
| 1Y | +4.1% | +64.7% | -60.6% | -0.8% |
| 3Y | +42.9% | +54.1% | -11.3% | +35.4% |
| 5Y | +14.2% | +95.4% | -81.2% | +4.0% |
| 10Y | +346.7% | +54.9% | +291.8% | +241.4% |
| All | +346.7% | +51.8% | +294.9% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling