+284.1%
SHW vs W
+142.4%
+141.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -3.2% | +5.9% | -9.1% | -4.0% |
| 30D | -11.4% | -3.0% | -8.4% | -11.1% |
| 3M | +3.5% | +40.3% | -36.9% | -2.1% |
| 6M | -3.4% | +32.2% | -35.6% | -8.3% |
| YTD | -0.3% | -0.3% | -0.1% | -2.4% |
| 1Y | -10.4% | +16.2% | -26.6% | -14.6% |
| 3Y | +21.3% | +40.7% | -19.4% | +6.2% |
| 5Y | +12.9% | -62.3% | +75.2% | +5.7% |
| 10Y | +284.1% | +162.2% | +121.9% | +129.5% |
| All | +284.1% | +142.4% | +141.7% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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