+338.5%
SHW vs WCC
+440.3%
-101.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.7% | +14.2% | -13.5% | -2.3% |
| 30D | +8.4% | -9.8% | +18.3% | +10.2% |
| 3M | -2.2% | -10.1% | +7.9% | -0.9% |
| 6M | +13.3% | -9.4% | +22.7% | +13.9% |
| YTD | +9.2% | +34.4% | -25.2% | -0.8% |
| 1Y | +2.9% | +23.3% | -20.4% | -4.7% |
| 3Y | +41.1% | +137.9% | -96.8% | +6.3% |
| 5Y | +11.0% | +144.0% | -133.0% | -20.2% |
| All | +338.5% | +440.3% | -101.8% | +121.7% |
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