+41.1%
SHW vs W
+123.5%
-82.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | +3.5% | -3.6% | +7.1% | +4.0% |
| 30D | +9.2% | +7.0% | +2.3% | +8.0% |
| 3M | -5.1% | +7.4% | -12.5% | -6.4% |
| 6M | +6.8% | +69.3% | -62.5% | -2.8% |
| YTD | +7.0% | +11.3% | -4.3% | +2.3% |
| 1Y | +4.1% | +13.2% | -9.1% | -0.9% |
| 3Y | +41.1% | +142.0% | -100.9% | +15.6% |
| All | +41.1% | +123.5% | -82.4% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling