+8,428.1%
SHW vs WAT
+12,457.3%
-4,029.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | +11.1% | +9.0% | +2.1% | +9.0% |
| 3M | -2.2% | +13.5% | -15.6% | -4.8% |
| 6M | +14.3% | +35.3% | -21.0% | +7.0% |
| YTD | +10.6% | +24.0% | -13.4% | +4.7% |
| 1Y | +4.1% | +22.0% | -17.9% | -1.1% |
| 3Y | +42.9% | +84.0% | -41.1% | +22.5% |
| 5Y | +14.2% | +34.4% | -20.2% | +3.6% |
| 10Y | +346.7% | +231.4% | +115.3% | +238.9% |
| All | +8,428.1% | +12,457.3% | -4,029.2% | +3,702.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling