+10.2%
SHW vs GWW
+218.6%
-208.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +1.9% | +3.6% | -1.6% | +0.2% |
| 30D | +8.1% | +12.1% | -4.1% | +2.6% |
| 3M | -2.8% | +12.9% | -15.7% | -8.2% |
| 6M | +15.0% | +19.3% | -4.3% | +5.5% |
| YTD | +9.0% | +48.7% | -39.7% | -10.6% |
| 1Y | +4.5% | +60.5% | -56.0% | -17.5% |
| 3Y | +41.9% | +93.3% | -51.4% | -0.3% |
| All | +10.2% | +218.6% | -208.4% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling