-10.4%
SHW vs WAT
+30.7%
-41.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.8% |
| 7D | -3.2% | -1.8% | -1.4% | -2.8% |
| 30D | -11.4% | -1.7% | -9.7% | -11.1% |
| 3M | +3.5% | +9.1% | -5.6% | +1.8% |
| 6M | -3.4% | +32.4% | -35.8% | -8.1% |
| YTD | -0.3% | +6.6% | -6.9% | -3.0% |
| 1Y | -10.4% | +34.7% | -45.1% | -15.4% |
| All | -10.4% | +30.7% | -41.1% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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