+356.5%
SHW vs OVV
+48.9%
+307.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.0% |
| 7D | +1.6% | -10.7% | +12.3% | +2.3% |
| 30D | +12.1% | -5.3% | +17.4% | +12.4% |
| 3M | -3.0% | +2.4% | -5.4% | -3.3% |
| 6M | +13.5% | +5.7% | +7.9% | +12.5% |
| YTD | +11.2% | +56.8% | -45.5% | +6.5% |
| 1Y | +6.2% | +59.3% | -53.1% | +1.5% |
| 3Y | +45.6% | +49.0% | -3.3% | +38.3% |
| 5Y | +15.6% | +88.1% | -72.5% | +5.5% |
| 10Y | +356.5% | +42.5% | +313.9% | +248.1% |
| All | +356.5% | +48.9% | +307.6% | +248.1% |
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