+23.4%
SHW vs WAB
+168.6%
-145.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.5% |
| 7D | -1.2% | +1.7% | -2.8% | -1.9% |
| 30D | -11.6% | -2.4% | -9.2% | -10.7% |
| 3M | +9.1% | +9.7% | -0.6% | +4.0% |
| 6M | -0.7% | +16.5% | -17.2% | -8.0% |
| YTD | +1.4% | +33.7% | -32.4% | -11.7% |
| 1Y | -12.3% | +49.7% | -61.9% | -27.5% |
| 3Y | +23.4% | +170.9% | -147.6% | -28.4% |
| All | +23.4% | +168.6% | -145.2% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling