+15.0%
SHW vs WAT
-4.5%
+19.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.8% |
| 7D | -1.2% | -0.7% | -0.4% | -0.9% |
| 30D | -11.6% | -1.0% | -10.6% | -11.3% |
| 3M | +9.1% | +10.9% | -1.8% | +5.7% |
| 6M | -0.7% | +33.2% | -33.8% | -9.8% |
| YTD | +1.4% | +6.1% | -4.7% | -1.6% |
| 1Y | -12.3% | +30.2% | -42.5% | -20.8% |
| 3Y | +23.4% | +52.9% | -29.5% | +0.5% |
| 5Y | +15.0% | -5.1% | +20.1% | +8.5% |
| All | +15.0% | -4.5% | +19.5% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling