+456.0%
SHW vs W
+212.6%
+243.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.2% |
| 7D | +4.2% | +1.1% | +3.2% | +4.1% |
| 30D | +11.3% | +6.4% | +4.9% | +10.3% |
| 3M | -1.8% | +9.0% | -10.8% | -3.1% |
| 6M | +12.7% | +69.8% | -57.1% | +4.0% |
| YTD | +10.4% | +12.1% | -1.6% | +6.5% |
| 1Y | +4.7% | 0.0% | +4.7% | +2.3% |
| 3Y | +42.7% | +160.3% | -117.7% | +17.1% |
| 5Y | +14.5% | -53.3% | +67.8% | +4.4% |
| 10Y | +340.7% | +217.0% | +123.8% | +188.0% |
| All | +456.0% | +212.6% | +243.5% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling