+273.5%
SHW vs WAB
+292.7%
-19.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | -12.7% | -5.9% | -6.8% | -10.8% |
| 3M | +4.7% | +9.4% | -4.7% | +1.1% |
| 6M | -3.4% | +13.8% | -17.3% | -8.0% |
| YTD | -1.3% | +31.8% | -33.1% | -10.6% |
| 1Y | -10.4% | +48.5% | -58.9% | -22.2% |
| 3Y | +20.1% | +167.0% | -146.9% | -15.1% |
| 5Y | +10.5% | +222.3% | -211.8% | -27.0% |
| All | +273.5% | +292.7% | -19.2% | +104.1% |
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