+7.0%
SHW vs GWW
+55.5%
-48.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.5% | +0.1% | +4.0% |
| 7D | +13.3% | +11.1% | +2.2% | +9.0% |
| 30D | +14.1% | +15.7% | -1.6% | +8.3% |
| 3M | +0.8% | +14.8% | -14.0% | -4.2% |
| 6M | +17.6% | +30.9% | -13.3% | +5.1% |
| YTD | +13.0% | +48.5% | -35.5% | -7.2% |
| 1Y | +7.0% | +57.1% | -50.1% | -14.8% |
| All | +7.0% | +55.5% | -48.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling