+284.1%
SHW vs WCC
+506.2%
-222.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -3.2% | +6.8% | -10.0% | -4.7% |
| 30D | -11.4% | -3.0% | -8.4% | -10.9% |
| 3M | +3.5% | +0.2% | +3.3% | +2.7% |
| 6M | -3.4% | +33.2% | -36.5% | -10.8% |
| YTD | -0.3% | +45.8% | -46.2% | -10.3% |
| 1Y | -10.4% | +68.4% | -78.8% | -22.6% |
| 3Y | +21.3% | +131.1% | -109.8% | -7.1% |
| 5Y | +12.9% | +225.6% | -212.8% | -23.8% |
| 10Y | +284.1% | +534.2% | -250.1% | +82.3% |
| All | +284.1% | +506.2% | -222.1% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling