+19,949.9%
SHW vs GWW
+14,103.4%
+5,846.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.3% |
| 7D | -1.2% | -1.5% | +0.4% | -0.6% |
| 30D | -11.6% | +1.1% | -12.7% | -12.0% |
| 3M | +9.1% | -1.0% | +10.1% | +9.2% |
| 6M | -0.7% | +16.3% | -17.0% | -6.6% |
| YTD | +1.4% | +28.5% | -27.2% | -8.6% |
| 1Y | -12.3% | +30.3% | -42.5% | -21.4% |
| 3Y | +23.4% | +91.6% | -68.2% | -5.8% |
| 5Y | +15.0% | +224.0% | -209.0% | -28.9% |
| 10Y | +278.3% | +551.3% | -273.0% | +71.1% |
| All | +19,949.9% | +14,103.4% | +5,846.5% | +2,648.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling