+15.0%
SHW vs W
-63.0%
+78.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -1.2% | +6.5% | -7.7% | -2.0% |
| 30D | -11.6% | -6.2% | -5.4% | -10.9% |
| 3M | +9.1% | +48.9% | -39.8% | +2.5% |
| 6M | -0.7% | +31.2% | -31.9% | -5.6% |
| YTD | +1.4% | -0.4% | +1.8% | -0.7% |
| 1Y | -12.3% | +14.8% | -27.1% | -16.1% |
| 3Y | +23.4% | +40.5% | -17.1% | +8.4% |
| 5Y | +15.0% | -62.1% | +77.1% | -3.7% |
| All | +15.0% | -63.0% | +78.0% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling