+346.7%
SHW vs WAB
+282.9%
+63.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.1% | +3.1% | -5.3% | -3.2% |
| 30D | +11.1% | +6.4% | +4.7% | +8.6% |
| 3M | -2.2% | +2.2% | -4.3% | -3.0% |
| 6M | +14.3% | +13.7% | +0.6% | +8.8% |
| YTD | +10.6% | +43.0% | -32.4% | -2.7% |
| 1Y | +4.1% | +47.0% | -42.9% | -9.3% |
| 3Y | +42.9% | +174.4% | -131.5% | +0.2% |
| 5Y | +14.2% | +222.2% | -208.0% | -24.6% |
| 10Y | +346.7% | +276.9% | +69.8% | +145.2% |
| All | +346.7% | +282.9% | +63.8% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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