-11.5%
SHW vs WAB
+49.7%
-61.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.4% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -10.0% | -4.1% | -6.0% | -8.4% |
| 3M | +2.3% | +8.2% | -5.9% | -2.2% |
| 6M | +0.7% | +15.4% | -14.7% | -6.9% |
| YTD | +0.5% | +33.1% | -32.7% | -11.8% |
| 1Y | -11.5% | +48.1% | -59.5% | -24.3% |
| All | -11.5% | +49.7% | -61.1% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling